+52.6%
XOM vs CF
+35.9%
+16.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.2% | -3.1% |
| 7D | -7.0% | -6.9% | -0.1% | -4.6% |
| 30D | +3.2% | -3.7% | +7.0% | +4.7% |
| 3M | +10.7% | -5.0% | +15.6% | +12.5% |
| 6M | +11.6% | -10.5% | +22.1% | +15.1% |
| YTD | +43.5% | +46.5% | -3.0% | +20.5% |
| 1Y | +52.6% | +34.8% | +17.8% | +31.0% |
| All | +52.6% | +35.9% | +16.7% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling