+76.6%
XOM vs CB
+71.0%
+5.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -8.3% | -1.5% | -6.8% | -8.0% |
| 30D | -2.5% | +6.5% | -9.0% | -4.4% |
| 3M | +8.3% | +4.1% | +4.3% | +6.9% |
| 6M | +15.5% | +14.4% | +1.1% | +10.6% |
| YTD | +39.6% | +17.5% | +22.1% | +32.2% |
| 1Y | +44.6% | +27.5% | +17.1% | +33.2% |
| 3Y | +76.6% | +71.6% | +5.0% | +57.3% |
| All | +76.6% | +71.0% | +5.6% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling