+39.8%
XOP vs CSGP
-56.4%
+96.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | -0.1% |
| 7D | -14.7% | +1.3% | -16.0% | -14.8% |
| 30D | -7.7% | +10.7% | -18.4% | -8.5% |
| 3M | +4.4% | +3.3% | +1.2% | +3.8% |
| 6M | +3.5% | -10.3% | +13.9% | +4.1% |
| YTD | +39.4% | -54.6% | +94.0% | +45.4% |
| 1Y | +39.8% | -54.6% | +94.4% | +45.6% |
| All | +39.8% | -56.4% | +96.2% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling