+52.3%
XOM vs CAI
-9.9%
+62.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.5% |
| 7D | +4.1% | -2.9% | +7.0% | +3.9% |
| 30D | +4.6% | +9.3% | -4.8% | +5.3% |
| 3M | +14.0% | +35.2% | -21.3% | +16.5% |
| 6M | +11.0% | +30.7% | -19.8% | +14.1% |
| YTD | +40.7% | -9.8% | +50.5% | +42.4% |
| 1Y | +52.3% | -28.9% | +81.2% | +53.5% |
| All | +52.3% | -9.9% | +62.2% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling