+4,261.5%
XOM vs CPB
+325.7%
+3,935.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.9% |
| 7D | +1.8% | -8.6% | +10.4% | +3.9% |
| 30D | +5.9% | -7.2% | +13.1% | +7.6% |
| 3M | +5.6% | +0.9% | +4.7% | +4.7% |
| 6M | +7.9% | -11.8% | +19.7% | +10.3% |
| YTD | +35.2% | -19.4% | +54.6% | +41.0% |
| 1Y | +46.0% | -30.4% | +76.4% | +57.4% |
| 3Y | +55.0% | -40.2% | +95.2% | +71.2% |
| 5Y | +246.3% | -39.5% | +285.8% | +276.4% |
| 10Y | +181.0% | -47.4% | +228.4% | +202.7% |
| All | +4,261.5% | +325.7% | +3,935.8% | +2,558.5% |
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