+78.7%
XOM vs CPB
-37.1%
+115.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +2.7% | -5.8% | +8.5% | +3.1% |
| 30D | -2.5% | +16.5% | -18.9% | -3.9% |
| 3M | +7.0% | -1.1% | +8.1% | +6.9% |
| 6M | +14.2% | +11.5% | +2.7% | +12.6% |
| YTD | +43.9% | -15.7% | +59.7% | +46.0% |
| 1Y | +47.9% | -24.7% | +72.6% | +52.0% |
| All | +78.7% | -37.1% | +115.8% | +91.0% |
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