+257.2%
XOM vs CAG
-43.1%
+300.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | +4.1% | -5.7% | +9.8% | +5.1% |
| 30D | +4.6% | -2.4% | +7.0% | +5.0% |
| 3M | +14.0% | +9.8% | +4.2% | +11.8% |
| 6M | +11.0% | -10.8% | +21.8% | +12.8% |
| YTD | +40.7% | -10.8% | +51.5% | +43.0% |
| 1Y | +52.3% | -19.0% | +71.3% | +57.1% |
| 3Y | +60.5% | -39.7% | +100.1% | +72.2% |
| All | +257.2% | -43.1% | +300.3% | +286.2% |
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