+450.7%
XOM vs CF
+5,315.1%
-4,864.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.1% |
| 7D | -11.4% | -3.2% | -8.2% | -10.6% |
| 30D | +1.1% | +4.3% | -3.2% | -0.2% |
| 3M | +7.8% | +2.8% | +5.0% | +6.7% |
| 6M | +13.0% | +0.6% | +12.4% | +12.2% |
| YTD | +40.6% | +56.6% | -16.0% | +21.6% |
| 1Y | +49.1% | +49.6% | -0.6% | +30.5% |
| 3Y | +72.9% | +61.5% | +11.4% | +45.3% |
| 5Y | +204.0% | +124.0% | +80.0% | +126.5% |
| 10Y | +205.7% | +573.2% | -367.4% | +62.9% |
| All | +450.7% | +5,315.1% | -4,864.4% | +66.5% |
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