+58.8%
XOM vs CPB
-40.6%
+99.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.7% | +2.2% |
| 7D | 0.0% | -8.0% | +8.0% | +0.9% |
| 30D | +3.4% | -2.4% | +5.9% | +3.7% |
| 3M | +11.0% | +0.5% | +10.5% | +10.7% |
| 6M | +10.6% | -10.5% | +21.1% | +11.7% |
| YTD | +39.2% | -17.5% | +56.7% | +42.0% |
| 1Y | +52.7% | -31.0% | +83.8% | +59.7% |
| All | +58.8% | -40.6% | +99.4% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling