+76.5%
XOP vs CSGP
-62.4%
+138.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | -0.2% |
| 7D | -10.0% | -1.8% | -8.2% | -9.8% |
| 30D | -9.1% | +5.3% | -14.4% | -10.6% |
| 3M | +5.1% | +3.3% | +1.8% | +3.3% |
| 6M | +6.4% | -4.7% | +11.1% | +5.9% |
| YTD | +39.7% | -53.5% | +93.3% | +62.4% |
| 1Y | +37.2% | -53.7% | +91.0% | +59.5% |
| 3Y | +37.6% | -59.7% | +97.4% | +63.2% |
| 5Y | +76.5% | -62.5% | +139.0% | +133.6% |
| All | +76.5% | -62.4% | +138.9% | +133.6% |
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 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