+192.9%
XOM vs CNH
+158.6%
+34.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +4.1% | -5.7% | +9.8% | +6.0% |
| 30D | +4.6% | +26.6% | -22.0% | -4.0% |
| 3M | +14.0% | +31.1% | -17.1% | +2.4% |
| 6M | +11.0% | +24.9% | -13.9% | -0.3% |
| YTD | +40.7% | +48.7% | -8.0% | +17.7% |
| 1Y | +52.3% | +22.2% | +30.1% | +36.5% |
| 3Y | +60.5% | +7.4% | +53.0% | +45.5% |
| 5Y | +266.4% | +10.8% | +255.6% | +213.7% |
| All | +192.9% | +158.6% | +34.3% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling