+77.6%
XOP vs CRS
+692.0%
-614.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +2.2% |
| 7D | +6.3% | +4.8% | +1.6% | +3.6% |
| 30D | -6.6% | -23.2% | +16.6% | +3.4% |
| 3M | +3.6% | -45.5% | +49.1% | +34.6% |
| 6M | +10.8% | -33.1% | +43.9% | +27.0% |
| YTD | +48.3% | -7.2% | +55.5% | +38.6% |
| 1Y | +42.9% | -10.0% | +53.0% | +35.0% |
| 3Y | +43.3% | +332.3% | -289.0% | -46.9% |
| 5Y | +94.0% | +801.9% | -707.9% | -56.3% |
| 10Y | +53.7% | +820.9% | -767.2% | -70.5% |
| All | +77.6% | +692.0% | -614.5% | -74.9% |
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