+165.7%
XOM vs CEG
+681.8%
-516.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.8% |
| 7D | +1.9% | +0.3% | +1.5% | +1.8% |
| 30D | +4.1% | +2.9% | +1.2% | +3.8% |
| 3M | +10.4% | +18.2% | -7.8% | +9.1% |
| 6M | +13.0% | -9.5% | +22.6% | +13.5% |
| YTD | +40.1% | -18.7% | +58.7% | +41.6% |
| 1Y | +51.1% | -10.1% | +61.3% | +50.7% |
| 3Y | +57.7% | +168.3% | -110.6% | +23.0% |
| All | +165.7% | +681.8% | -516.1% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling