+46.0%
XOM vs CNH
+29.2%
+16.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -1.4% |
| 7D | +1.8% | +23.3% | -21.5% | +3.3% |
| 30D | +5.9% | +33.5% | -27.6% | +8.2% |
| 3M | +5.6% | +32.7% | -27.2% | +8.0% |
| 6M | +7.9% | +22.2% | -14.3% | +12.0% |
| YTD | +35.2% | +57.7% | -22.5% | +37.5% |
| 1Y | +46.0% | +28.0% | +18.0% | +46.8% |
| All | +46.0% | +29.2% | +16.8% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling