+540.6%
XOM vs CARR
+421.5%
+119.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.2% |
| 7D | +4.1% | -3.8% | +7.9% | +4.7% |
| 30D | +4.6% | -8.9% | +13.5% | +6.0% |
| 3M | +14.0% | -17.3% | +31.3% | +17.0% |
| 6M | +11.0% | -1.4% | +12.4% | +9.5% |
| YTD | +40.7% | +10.0% | +30.7% | +35.8% |
| 1Y | +52.3% | -6.4% | +58.7% | +51.4% |
| 3Y | +60.5% | +1.5% | +58.9% | +54.1% |
| 5Y | +266.4% | +9.3% | +257.1% | +239.8% |
| All | +540.6% | +421.5% | +119.1% | +373.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling