+537.6%
XOM vs CARR
+414.1%
+123.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | +1.9% | -4.1% | +6.0% | +2.5% |
| 30D | +4.1% | -11.0% | +15.0% | +5.9% |
| 3M | +10.4% | -16.4% | +26.8% | +13.1% |
| 6M | +13.0% | -2.4% | +15.4% | +11.7% |
| YTD | +40.1% | +8.4% | +31.6% | +35.5% |
| 1Y | +51.1% | -8.0% | +59.1% | +50.6% |
| 3Y | +57.7% | +0.6% | +57.1% | +51.7% |
| 5Y | +264.7% | +7.7% | +257.0% | +239.0% |
| All | +537.6% | +414.1% | +123.6% | +372.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling