+74.9%
XOM vs CNH
+31.3%
+43.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.3% |
| 7D | -7.3% | +4.5% | -11.8% | -7.8% |
| 30D | -2.6% | +7.6% | -10.3% | -3.5% |
| 3M | +3.6% | +17.0% | -13.4% | +1.3% |
| 6M | +15.3% | +12.9% | +2.3% | +12.8% |
| YTD | +39.4% | +34.3% | +5.2% | +30.2% |
| 1Y | +43.2% | +28.5% | +14.6% | +34.7% |
| 3Y | +74.9% | +31.9% | +43.1% | +60.7% |
| All | +74.9% | +31.3% | +43.6% | +60.7% |
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