+52.6%
XOM vs CAH
+38.5%
+14.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.6% | -8.2% | -4.4% |
| 7D | -7.0% | +7.0% | -14.0% | -6.6% |
| 30D | +3.2% | +12.4% | -9.1% | +3.8% |
| 3M | +10.7% | +12.2% | -1.5% | +11.3% |
| 6M | +11.6% | +33.2% | -21.6% | +13.0% |
| YTD | +43.5% | +28.4% | +15.1% | +44.8% |
| 1Y | +52.6% | +35.0% | +17.6% | +54.0% |
| All | +52.6% | +38.5% | +14.1% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling