+60.5%
XOM vs CNC
+1.2%
+59.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | +4.1% | -0.9% | +5.0% | +4.1% |
| 30D | +4.6% | -1.0% | +5.5% | +4.6% |
| 3M | +14.0% | +4.5% | +9.4% | +13.8% |
| 6M | +11.0% | +85.2% | -74.3% | +9.3% |
| YTD | +40.7% | +61.4% | -20.7% | +39.1% |
| 1Y | +52.3% | +94.9% | -42.6% | +49.9% |
| 3Y | +60.5% | 0.0% | +60.5% | +63.7% |
| All | +60.5% | +1.2% | +59.3% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 3y: compounded portfolio wealth divided by compounded CNC 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…
3y analysis · Full analysis span regression · 6 months rolling