+228.7%
XOM vs CPNG
-76.8%
+305.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.2% |
| 7D | 0.0% | -7.6% | +7.6% | +0.4% |
| 30D | +3.4% | -8.8% | +12.3% | +3.8% |
| 3M | +11.0% | -7.2% | +18.2% | +11.1% |
| 6M | +10.6% | -21.5% | +32.2% | +11.6% |
| YTD | +39.2% | -37.4% | +76.6% | +42.1% |
| 1Y | +52.7% | -54.3% | +107.1% | +58.9% |
| 3Y | +56.8% | -20.3% | +77.1% | +56.2% |
| 5Y | +261.8% | -51.2% | +313.0% | +244.0% |
| All | +228.7% | -76.8% | +305.5% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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