+82.5%
XOP vs CSGP
+468.2%
-385.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.1% |
| 7D | +2.6% | -4.1% | +6.6% | +4.2% |
| 30D | +15.4% | +2.3% | +13.1% | +13.7% |
| 3M | +12.1% | -8.2% | +20.2% | +14.0% |
| 6M | +19.7% | -35.1% | +54.7% | +39.2% |
| YTD | +52.4% | -54.0% | +106.4% | +100.8% |
| 1Y | +47.6% | -65.3% | +112.9% | +117.7% |
| 3Y | +34.4% | -62.6% | +96.9% | +86.1% |
| 5Y | +154.4% | -64.8% | +219.2% | +244.4% |
| 10Y | +54.7% | +45.1% | +9.6% | 0.0% |
| All | +82.5% | +468.2% | -385.7% | -52.8% |
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