+255.6%
XOM vs CAH
+396.6%
-141.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | +1.9% | -5.1% | +6.9% | +2.7% |
| 30D | +4.1% | -1.8% | +5.8% | +4.3% |
| 3M | +10.4% | +9.4% | +1.1% | +8.6% |
| 6M | +13.0% | +9.2% | +3.8% | +11.0% |
| YTD | +40.1% | +15.7% | +24.4% | +35.7% |
| 1Y | +51.1% | +59.7% | -8.6% | +35.7% |
| 3Y | +57.7% | +178.5% | -120.7% | +18.3% |
| All | +255.6% | +396.6% | -141.0% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling