+67.3%
XOP vs CSGP
+489.2%
-421.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.3% |
| 7D | -12.7% | +13.9% | -26.6% | -17.4% |
| 30D | -7.6% | +16.0% | -23.6% | -14.3% |
| 3M | +5.8% | +6.1% | -0.3% | +0.9% |
| 6M | -2.7% | -8.2% | +5.4% | -2.9% |
| YTD | +39.7% | -52.3% | +92.0% | +78.3% |
| 1Y | +42.4% | -54.5% | +96.9% | +85.0% |
| 3Y | +26.4% | -58.6% | +85.0% | +65.6% |
| 5Y | +78.9% | -61.5% | +140.4% | +129.7% |
| 10Y | +52.1% | +74.7% | -22.5% | -11.2% |
| All | +67.3% | +489.2% | -421.9% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling