+52.6%
XOM vs CAPR
+47.4%
+5.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +8.3% | -12.9% | -4.6% |
| 7D | -7.0% | +43.2% | -50.2% | -7.1% |
| 30D | +3.2% | +14.7% | -11.4% | +3.2% |
| 3M | +10.7% | +113.9% | -103.3% | +10.1% |
| 6M | +11.6% | -73.4% | +85.0% | +11.9% |
| YTD | +43.5% | -69.1% | +112.6% | +43.7% |
| 1Y | +52.6% | +47.2% | +5.4% | +49.6% |
| All | +52.6% | +47.4% | +5.2% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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