+58.8%
XOM vs CNP
+52.2%
+6.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | 0.0% | +0.7% | -0.6% | -0.1% |
| 30D | +3.4% | -0.1% | +3.5% | +3.4% |
| 3M | +11.0% | -5.6% | +16.6% | +12.0% |
| 6M | +10.6% | -7.5% | +18.1% | +12.0% |
| YTD | +39.2% | +5.5% | +33.7% | +37.4% |
| 1Y | +52.7% | +8.3% | +44.4% | +50.0% |
| All | +58.8% | +52.2% | +6.6% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling