+4,294.1%
XOM vs CAG
+594.9%
+3,699.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.1% |
| 7D | -2.4% | -5.3% | +2.9% | -1.1% |
| 30D | +5.7% | +1.0% | +4.7% | +5.3% |
| 3M | +6.6% | +17.4% | -10.8% | +2.2% |
| 6M | +7.7% | -16.8% | +24.5% | +11.7% |
| YTD | +36.2% | -6.8% | +43.0% | +37.4% |
| 1Y | +50.5% | -15.4% | +65.9% | +55.1% |
| 3Y | +53.4% | -37.1% | +90.4% | +67.6% |
| 5Y | +254.2% | -41.3% | +295.4% | +289.7% |
| 10Y | +177.9% | -35.5% | +213.4% | +185.6% |
| All | +4,294.1% | +594.9% | +3,699.2% | +2,525.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling