+261.8%
XOM vs CNH
+12.3%
+249.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.8% |
| 7D | 0.0% | +1.8% | -1.8% | -0.4% |
| 30D | +3.4% | +32.6% | -29.2% | -3.0% |
| 3M | +11.0% | +29.4% | -18.4% | +3.9% |
| 6M | +10.6% | +26.0% | -15.4% | +3.3% |
| YTD | +39.2% | +52.2% | -13.0% | +22.6% |
| 1Y | +52.7% | +23.9% | +28.9% | +42.3% |
| 3Y | +56.8% | +10.1% | +46.6% | +48.1% |
| 5Y | +261.8% | +13.2% | +248.6% | +212.4% |
| All | +261.8% | +12.3% | +249.5% | +212.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling