+4,261.5%
XOM vs CP
+7,669.4%
-3,407.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +1.8% | -2.7% | +4.4% | +2.6% |
| 30D | +5.9% | +0.2% | +5.7% | +5.6% |
| 3M | +5.6% | +2.6% | +3.0% | +4.4% |
| 6M | +7.9% | +6.0% | +1.9% | +5.0% |
| YTD | +35.2% | +24.9% | +10.2% | +24.5% |
| 1Y | +46.0% | +20.1% | +25.9% | +36.0% |
| 3Y | +55.0% | +16.4% | +38.6% | +43.8% |
| 5Y | +246.3% | +31.7% | +214.6% | +205.0% |
| 10Y | +181.0% | +223.9% | -42.9% | +86.0% |
| All | +4,261.5% | +7,669.4% | -3,407.9% | +1,225.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling