+2,744.1%
XOM vs CB
+6,559.4%
-3,815.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.1% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | +5.9% | -3.1% | +9.0% | +6.8% |
| 3M | +5.6% | +9.0% | -3.4% | +2.7% |
| 6M | +7.9% | +2.9% | +5.0% | +6.6% |
| YTD | +35.2% | +10.1% | +25.1% | +30.9% |
| 1Y | +46.0% | +22.8% | +23.2% | +36.9% |
| 3Y | +55.0% | +73.8% | -18.8% | +30.5% |
| 5Y | +246.3% | +99.2% | +147.1% | +179.1% |
| 10Y | +181.0% | +218.2% | -37.2% | +98.8% |
| All | +2,744.1% | +6,559.4% | -3,815.3% | +1,241.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling