+44.0%
XOP vs CSGP
+61.5%
-17.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.6% |
| 7D | -8.4% | -3.2% | -5.2% | -7.7% |
| 30D | -8.4% | +2.2% | -10.6% | -10.0% |
| 3M | +0.2% | -3.7% | +3.8% | -0.5% |
| 6M | +7.2% | -7.4% | +14.7% | +7.0% |
| YTD | +40.8% | -54.9% | +95.7% | +73.7% |
| 1Y | +36.3% | -54.9% | +91.2% | +67.9% |
| 3Y | +37.2% | -61.9% | +99.1% | +74.9% |
| 5Y | +86.6% | -63.1% | +149.7% | +134.0% |
| 10Y | +44.0% | +65.1% | -21.1% | +27.7% |
| All | +44.0% | +61.5% | -17.4% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling