+253.9%
XOM vs CP
+31.5%
+222.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | -2.4% | +2.4% | -4.8% | -3.0% |
| 30D | +5.7% | -0.5% | +6.2% | +5.7% |
| 3M | +6.6% | +1.4% | +5.1% | +5.8% |
| 6M | +7.7% | +10.3% | -2.7% | +3.6% |
| YTD | +36.2% | +24.3% | +11.9% | +25.6% |
| 1Y | +50.5% | +20.4% | +30.0% | +40.1% |
| 3Y | +53.4% | +21.8% | +31.6% | +39.1% |
| All | +253.9% | +31.5% | +222.4% | +188.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling