+4,261.5%
XOM vs CNP
+1,826.3%
+2,435.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +1.8% | +1.1% | +0.7% | +1.5% |
| 30D | +5.9% | -1.8% | +7.7% | +6.3% |
| 3M | +5.6% | -4.6% | +10.2% | +6.7% |
| 6M | +7.9% | -8.8% | +16.7% | +10.1% |
| YTD | +35.2% | +5.2% | +29.9% | +33.1% |
| 1Y | +46.0% | +8.3% | +37.7% | +42.7% |
| 3Y | +55.0% | +54.9% | +0.1% | +37.6% |
| 5Y | +246.3% | +73.5% | +172.8% | +197.6% |
| 10Y | +181.0% | +139.1% | +41.9% | +119.3% |
| All | +4,261.5% | +1,826.3% | +2,435.2% | +1,953.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling