+4,419.1%
XOM vs CDE
-89.9%
+4,509.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.8% | +0.8% |
| 7D | +1.9% | -6.1% | +7.9% | +2.3% |
| 30D | +4.1% | +9.5% | -5.4% | +3.3% |
| 3M | +10.4% | +32.0% | -21.6% | +7.8% |
| 6M | +13.0% | -12.8% | +25.8% | +12.8% |
| YTD | +40.1% | +14.2% | +25.9% | +36.5% |
| 1Y | +51.1% | +36.3% | +14.8% | +44.6% |
| 3Y | +57.7% | +821.4% | -763.7% | +27.2% |
| 5Y | +264.7% | +194.3% | +70.5% | +211.3% |
| 10Y | +193.1% | +53.2% | +139.9% | +143.1% |
| All | +4,419.1% | -89.9% | +4,509.0% | +3,356.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling