+4,565.7%
XOM vs CPB
+359.2%
+4,206.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.3% |
| 7D | +2.8% | -1.6% | +4.4% | +3.2% |
| 30D | -3.6% | +19.2% | -22.8% | -8.0% |
| 3M | +8.2% | -0.9% | +9.2% | +7.9% |
| 6M | +14.0% | +15.2% | -1.2% | +9.0% |
| YTD | +44.6% | -13.1% | +57.7% | +47.4% |
| 1Y | +47.8% | -22.4% | +70.2% | +54.8% |
| 3Y | +79.6% | -35.3% | +114.9% | +93.9% |
| 5Y | +214.3% | -33.0% | +247.3% | +231.7% |
| 10Y | +204.0% | -39.2% | +243.2% | +213.8% |
| All | +4,565.7% | +359.2% | +4,206.5% | +2,679.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling