+46.0%
XOM vs CNP
+7.2%
+38.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +1.8% | +1.1% | +0.7% | +1.6% |
| 30D | +5.9% | -1.8% | +7.7% | +6.1% |
| 3M | +5.6% | -4.6% | +10.2% | +6.4% |
| 6M | +7.9% | -8.8% | +16.7% | +9.4% |
| YTD | +35.2% | +5.2% | +29.9% | +32.9% |
| 1Y | +46.0% | +8.3% | +37.7% | +43.8% |
| All | +46.0% | +7.2% | +38.7% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling