+429.5%
XOM vs CF
+5,948.3%
-5,518.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.7% |
| 7D | +1.8% | +6.0% | -4.2% | 0.0% |
| 30D | +5.9% | +14.8% | -9.0% | +1.6% |
| 3M | +5.6% | +14.1% | -8.5% | +1.3% |
| 6M | +7.9% | +28.5% | -20.7% | -1.0% |
| YTD | +35.2% | +74.9% | -39.8% | +13.4% |
| 1Y | +46.0% | +61.7% | -15.7% | +24.9% |
| 3Y | +55.0% | +80.3% | -25.3% | +26.2% |
| 5Y | +246.3% | +226.0% | +20.3% | +131.9% |
| 10Y | +181.0% | +569.9% | -388.9% | +48.9% |
| All | +429.5% | +5,948.3% | -5,518.8% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling