+1,643.9%
XOM vs CNI
+6,516.9%
-4,872.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +4.1% | -0.4% | +4.5% | +4.2% |
| 30D | +4.6% | -2.7% | +7.3% | +5.6% |
| 3M | +14.0% | +3.9% | +10.0% | +11.8% |
| 6M | +11.0% | +16.4% | -5.4% | +3.1% |
| YTD | +40.7% | +25.8% | +14.9% | +26.2% |
| 1Y | +52.3% | +32.4% | +19.9% | +33.5% |
| 3Y | +60.5% | +19.1% | +41.4% | +44.9% |
| 5Y | +266.4% | +13.6% | +252.8% | +233.5% |
| 10Y | +194.4% | +136.8% | +57.6% | +97.6% |
| All | +1,643.9% | +6,516.9% | -4,872.9% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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