+235.6%
XOM vs CNH
+36.2%
+199.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +2.8% | +3.0% | -0.2% | +1.6% |
| 30D | -3.6% | -0.6% | -3.0% | -3.9% |
| 3M | +8.2% | +14.6% | -6.4% | +2.3% |
| 6M | +14.0% | +11.8% | +2.3% | +7.1% |
| YTD | +44.6% | +30.4% | +14.2% | +27.0% |
| 1Y | +47.8% | +19.1% | +28.7% | +33.6% |
| 3Y | +79.6% | +30.2% | +49.4% | +51.5% |
| 5Y | +214.3% | -17.8% | +232.1% | +202.7% |
| 10Y | +204.0% | +103.9% | +100.1% | +105.1% |
| All | +235.6% | +36.2% | +199.4% | +131.5% |
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