+4,391.7%
XOM vs CAH
+14,635.5%
-10,243.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | 0.0% | -2.2% | +2.3% | +0.6% |
| 30D | +3.4% | +1.2% | +2.3% | +3.1% |
| 3M | +11.0% | +13.1% | -2.1% | +7.6% |
| 6M | +10.6% | +8.5% | +2.1% | +8.0% |
| YTD | +39.2% | +17.6% | +21.6% | +32.9% |
| 1Y | +52.7% | +60.7% | -7.9% | +34.7% |
| 3Y | +56.8% | +183.2% | -126.4% | +19.1% |
| 5Y | +261.8% | +402.2% | -140.4% | +137.7% |
| 10Y | +191.3% | +302.3% | -111.0% | +93.5% |
| All | +4,391.7% | +14,635.5% | -10,243.8% | +1,823.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling