+52.6%
XOM vs CEG
-33.0%
+85.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.7% | +2.1% | -5.3% |
| 7D | -7.0% | -4.8% | -2.2% | -7.4% |
| 30D | +3.2% | -8.2% | +11.4% | +2.4% |
| 3M | +10.7% | -7.9% | +18.6% | +10.1% |
| 6M | +11.6% | -23.2% | +34.8% | +9.8% |
| YTD | +43.5% | -30.1% | +73.6% | +40.3% |
| 1Y | +52.6% | -31.9% | +84.5% | +49.5% |
| All | +52.6% | -33.0% | +85.6% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling