+191.6%
XOM vs CP
+230.5%
-39.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | +1.9% | -2.7% | +4.6% | +3.1% |
| 30D | +4.1% | -3.4% | +7.4% | +5.4% |
| 3M | +10.4% | -0.6% | +11.0% | +10.2% |
| 6M | +13.0% | +6.3% | +6.7% | +8.5% |
| YTD | +40.1% | +21.2% | +18.9% | +25.9% |
| 1Y | +51.1% | +20.0% | +31.1% | +36.1% |
| 3Y | +57.7% | +18.7% | +39.0% | +38.7% |
| 5Y | +264.7% | +34.8% | +230.0% | +190.0% |
| All | +191.6% | +230.5% | -39.0% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling