+211.6%
XOM vs CF
+114.1%
+97.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +2.8% | +4.8% | -1.9% | +1.2% |
| 30D | -3.6% | +4.7% | -8.3% | -5.2% |
| 3M | +8.2% | +7.4% | +0.8% | +5.4% |
| 6M | +14.0% | +0.6% | +13.5% | +13.2% |
| YTD | +44.6% | +64.1% | -19.5% | +19.8% |
| 1Y | +47.8% | +51.4% | -3.6% | +25.7% |
| 3Y | +79.6% | +67.8% | +11.8% | +43.6% |
| All | +211.6% | +114.1% | +97.5% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling