+51.1%
XOM vs CPB
-33.6%
+84.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.8% |
| 7D | +1.9% | -5.4% | +7.2% | +2.1% |
| 30D | +4.1% | -7.8% | +11.9% | +4.5% |
| 3M | +10.4% | -6.9% | +17.3% | +10.9% |
| 6M | +13.0% | -12.2% | +25.2% | +13.7% |
| YTD | +40.1% | -21.1% | +61.1% | +42.2% |
| 1Y | +51.1% | -33.5% | +84.6% | +56.1% |
| All | +51.1% | -33.6% | +84.8% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling