+192.9%
XOM vs CDE
+61.6%
+131.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | +4.1% | -3.1% | +7.2% | +4.4% |
| 30D | +4.6% | +9.5% | -4.9% | +3.6% |
| 3M | +14.0% | +25.5% | -11.5% | +11.1% |
| 6M | +11.0% | -7.9% | +18.9% | +10.3% |
| YTD | +40.7% | +15.6% | +25.1% | +35.9% |
| 1Y | +52.3% | +34.0% | +18.3% | +43.8% |
| 3Y | +60.5% | +791.9% | -731.4% | +17.8% |
| 5Y | +266.4% | +197.7% | +68.7% | +191.0% |
| All | +192.9% | +61.6% | +131.3% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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