+155.1%
XOP vs CSGP
-64.7%
+219.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | +2.6% | -4.1% | +6.6% | +3.4% |
| 30D | +15.4% | +2.3% | +13.1% | +14.6% |
| 3M | +12.1% | -8.2% | +20.2% | +13.4% |
| 6M | +19.7% | -35.1% | +54.7% | +30.5% |
| YTD | +52.4% | -54.0% | +106.4% | +78.8% |
| 1Y | +47.6% | -65.3% | +112.9% | +85.9% |
| 3Y | +34.4% | -62.6% | +96.9% | +63.0% |
| All | +155.1% | -64.7% | +219.8% | +239.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling