+51.6%
XOM vs CAI
-11.0%
+62.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | -5.1% | +6.9% | +1.5% |
| 30D | +4.1% | +3.9% | +0.2% | +4.4% |
| 3M | +10.4% | +40.1% | -29.7% | +13.2% |
| 6M | +13.0% | +29.7% | -16.6% | +16.2% |
| YTD | +40.1% | -10.9% | +51.0% | +41.7% |
| 1Y | +51.1% | -28.0% | +79.2% | +52.3% |
| All | +51.6% | -11.0% | +62.6% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling