+188.5%
XOM vs CB
+246.9%
-58.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -1.0% |
| 7D | -7.3% | +0.7% | -8.0% | -7.7% |
| 30D | -2.6% | +8.2% | -10.8% | -6.8% |
| 3M | +3.6% | +6.3% | -2.7% | 0.0% |
| 6M | +15.3% | +16.2% | -0.9% | +5.5% |
| YTD | +39.4% | +19.3% | +20.1% | +25.2% |
| 1Y | +43.2% | +29.2% | +13.9% | +22.9% |
| 3Y | +74.9% | +71.4% | +3.5% | +25.3% |
| 5Y | +201.3% | +104.2% | +97.0% | +90.4% |
| 10Y | +188.5% | +246.7% | -58.2% | +36.9% |
| All | +188.5% | +246.9% | -58.5% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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