+75.8%
XOP vs CSGP
-63.4%
+139.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +0.7% |
| 7D | -14.7% | +1.3% | -16.0% | -15.1% |
| 30D | -7.7% | +10.7% | -18.4% | -10.3% |
| 3M | +4.4% | +3.3% | +1.2% | +2.6% |
| 6M | +3.5% | -10.3% | +13.9% | +4.3% |
| YTD | +39.4% | -54.6% | +94.0% | +62.7% |
| 1Y | +39.8% | -54.6% | +94.4% | +63.0% |
| 3Y | +29.7% | -60.3% | +90.0% | +54.1% |
| All | +75.8% | -63.4% | +139.2% | +133.1% |
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