+254.2%
XOM vs CB
+98.8%
+155.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.3% |
| 7D | -2.4% | -0.6% | -1.7% | -2.2% |
| 30D | +5.7% | -3.9% | +9.6% | +7.2% |
| 3M | +6.6% | +4.9% | +1.6% | +4.2% |
| 6M | +7.7% | +3.3% | +4.4% | +5.8% |
| YTD | +36.2% | +8.5% | +27.7% | +30.9% |
| 1Y | +50.5% | +22.1% | +28.4% | +37.5% |
| 3Y | +53.4% | +70.1% | -16.8% | +19.1% |
| 5Y | +254.2% | +97.4% | +156.8% | +150.5% |
| All | +254.2% | +98.8% | +155.3% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling