+50.5%
XOM vs CF
+60.9%
-10.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -2.4% | -0.9% | -1.4% | -2.1% |
| 30D | +5.7% | +18.1% | -12.4% | -0.1% |
| 3M | +6.6% | +23.4% | -16.8% | -0.8% |
| 6M | +7.7% | +17.1% | -9.4% | +1.0% |
| YTD | +36.2% | +76.2% | -40.0% | +10.0% |
| 1Y | +50.5% | +62.3% | -11.8% | +24.0% |
| All | +50.5% | +60.9% | -10.5% | +24.0% |
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