+191.3%
XOM vs CB
+219.8%
-28.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | 0.0% | -0.5% | +0.6% | +0.3% |
| 30D | +3.4% | -3.1% | +6.5% | +5.1% |
| 3M | +11.0% | +4.2% | +6.8% | +8.1% |
| 6M | +10.6% | +4.7% | +5.9% | +7.1% |
| YTD | +39.2% | +8.8% | +30.4% | +31.7% |
| 1Y | +52.7% | +22.6% | +30.1% | +34.9% |
| 3Y | +56.8% | +70.6% | -13.9% | +12.2% |
| 5Y | +261.8% | +99.4% | +162.3% | +130.7% |
| 10Y | +191.3% | +223.5% | -32.1% | +40.4% |
| All | +191.3% | +219.8% | -28.5% | +40.4% |
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