+53.4%
XOM vs CNH
+7.5%
+45.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.4% |
| 7D | -2.4% | +8.8% | -11.2% | -3.4% |
| 30D | +5.7% | +24.7% | -19.0% | +2.7% |
| 3M | +6.6% | +27.3% | -20.8% | +2.9% |
| 6M | +7.7% | +23.2% | -15.5% | +4.1% |
| YTD | +36.2% | +48.9% | -12.7% | +25.9% |
| 1Y | +50.5% | +19.4% | +31.1% | +46.0% |
| 3Y | +53.4% | +7.8% | +45.6% | +48.6% |
| All | +53.4% | +7.5% | +45.8% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling