+899.2%
XOM vs CNC
+5,287.0%
-4,387.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | 0.0% | -4.9% | +4.9% | +0.7% |
| 30D | +3.4% | -3.8% | +7.2% | +3.9% |
| 3M | +11.0% | -3.2% | +14.2% | +11.2% |
| 6M | +10.6% | +47.9% | -37.3% | +3.6% |
| YTD | +39.2% | +55.7% | -16.5% | +29.0% |
| 1Y | +52.7% | +106.2% | -53.5% | +35.0% |
| 3Y | +56.8% | -2.1% | +58.8% | +49.6% |
| 5Y | +261.8% | +3.4% | +258.4% | +238.4% |
| 10Y | +191.3% | +91.7% | +99.7% | +144.3% |
| All | +899.2% | +5,287.0% | -4,387.8% | +406.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling