+46.0%
XOM vs CEG
-3.0%
+49.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -1.2% |
| 7D | +1.8% | +8.0% | -6.3% | +2.5% |
| 30D | +5.9% | +12.9% | -7.1% | +7.1% |
| 3M | +5.6% | +13.2% | -7.6% | +7.1% |
| 6M | +7.9% | -7.0% | +14.8% | +8.6% |
| YTD | +35.2% | -15.0% | +50.2% | +35.6% |
| 1Y | +46.0% | -2.7% | +48.7% | +48.0% |
| All | +46.0% | -3.0% | +49.0% | +48.0% |
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