+82.5%
XOP vs CRS
+1,190.5%
-1,108.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.7% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +15.4% | -16.6% | +32.1% | +25.4% |
| 3M | +12.1% | -3.5% | +15.5% | +11.4% |
| 6M | +19.7% | +15.4% | +4.2% | +5.4% |
| YTD | +52.4% | +51.2% | +1.2% | +15.8% |
| 1Y | +47.6% | +98.3% | -50.7% | -5.0% |
| 3Y | +34.4% | +651.5% | -617.2% | -61.4% |
| 5Y | +154.4% | +1,411.1% | -1,256.7% | -54.3% |
| 10Y | +54.7% | +1,424.3% | -1,369.7% | -76.5% |
| All | +82.5% | +1,190.5% | -1,108.0% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling