+75.5%
XOM vs CP
+35.8%
+39.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -3.2% | +9.6% | -12.8% | -4.7% |
| 3M | +5.0% | +2.2% | +2.8% | +4.5% |
| 6M | +12.9% | +11.1% | +1.8% | +10.3% |
| YTD | +41.3% | +28.2% | +13.1% | +32.3% |
| 1Y | +43.2% | +32.2% | +11.1% | +33.0% |
| All | +75.5% | +35.8% | +39.6% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling