+213.7%
XOM vs CNH
+64.7%
+149.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -2.9% |
| 7D | +1.8% | +23.3% | -21.5% | -4.8% |
| 30D | +5.9% | +33.5% | -27.6% | -3.7% |
| 3M | +5.6% | +32.7% | -27.2% | -4.6% |
| 6M | +7.9% | +22.2% | -14.3% | -1.3% |
| YTD | +35.2% | +57.7% | -22.5% | +13.0% |
| 1Y | +46.0% | +28.0% | +18.0% | +30.4% |
| 3Y | +55.0% | +11.5% | +43.5% | +40.5% |
| 5Y | +246.3% | +11.9% | +234.4% | +203.4% |
| 10Y | +181.0% | +162.8% | +18.2% | +77.8% |
| All | +213.7% | +64.7% | +149.1% | +106.0% |
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