+211.6%
XOM vs CAG
-41.0%
+252.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.3% |
| 7D | +2.8% | -3.3% | +6.2% | +3.3% |
| 30D | -3.6% | +7.7% | -11.3% | -5.0% |
| 3M | +8.2% | -3.2% | +11.4% | +8.5% |
| 6M | +14.0% | +7.0% | +7.1% | +12.1% |
| YTD | +44.6% | -9.0% | +53.6% | +46.1% |
| 1Y | +47.8% | -9.6% | +57.4% | +49.5% |
| 3Y | +79.6% | -36.0% | +115.6% | +90.4% |
| All | +211.6% | -41.0% | +252.6% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling