+4,391.7%
XOM vs CRS
+9,806.3%
-5,414.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | 0.0% | -0.5% | +0.6% | +0.1% |
| 30D | +3.4% | -18.1% | +21.5% | +8.4% |
| 3M | +11.0% | -12.4% | +23.4% | +13.6% |
| 6M | +10.6% | +15.9% | -5.3% | +4.0% |
| YTD | +39.2% | +45.8% | -6.6% | +22.7% |
| 1Y | +52.7% | +87.8% | -35.0% | +24.6% |
| 3Y | +56.8% | +648.7% | -591.9% | -16.1% |
| 5Y | +261.8% | +1,416.6% | -1,154.8% | +52.9% |
| 10Y | +191.3% | +1,412.7% | -1,221.4% | +11.5% |
| All | +4,391.7% | +9,806.3% | -5,414.5% | +1,019.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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