+223.6%
XOM vs CNH
+40.2%
+183.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +1.1% |
| 7D | -7.3% | +4.5% | -11.8% | -8.8% |
| 30D | -2.6% | +7.6% | -10.3% | -5.2% |
| 3M | +3.6% | +17.0% | -13.4% | -2.6% |
| 6M | +15.3% | +12.9% | +2.3% | +8.1% |
| YTD | +39.4% | +34.3% | +5.2% | +21.5% |
| 1Y | +43.2% | +28.5% | +14.6% | +26.2% |
| 3Y | +74.9% | +31.9% | +43.1% | +47.3% |
| 5Y | +201.3% | -9.6% | +210.9% | +180.7% |
| 10Y | +188.5% | +106.3% | +82.2% | +93.7% |
| All | +223.6% | +40.2% | +183.4% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling