+52.6%
XOM vs CNH
+15.2%
+37.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | -7.0% | +6.5% | -13.5% | -6.7% |
| 30D | +3.2% | -12.0% | +15.2% | +2.4% |
| 3M | +10.7% | +4.4% | +6.3% | +11.6% |
| 6M | +11.6% | +15.7% | -4.1% | +13.5% |
| YTD | +43.5% | +28.2% | +15.2% | +45.5% |
| 1Y | +52.6% | +14.8% | +37.8% | +53.0% |
| All | +52.6% | +15.2% | +37.4% | +53.0% |
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