+204.0%
XOM vs CPB
-40.8%
+244.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +2.7% | -5.8% | +8.5% | +3.3% |
| 30D | -2.5% | +16.5% | -18.9% | -4.2% |
| 3M | +7.0% | -1.1% | +8.1% | +6.9% |
| 6M | +14.2% | +11.5% | +2.7% | +12.4% |
| YTD | +43.9% | -15.7% | +59.7% | +45.9% |
| 1Y | +47.9% | -24.7% | +72.6% | +51.8% |
| 3Y | +80.6% | -37.3% | +117.9% | +88.5% |
| 5Y | +212.8% | -35.0% | +247.8% | +223.9% |
| All | +204.0% | -40.8% | +244.7% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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