+174.3%
XOM vs CEG
+666.0%
-491.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +2.8% | +12.1% | -9.3% | +2.1% |
| 30D | -3.6% | +0.2% | -3.9% | -3.7% |
| 3M | +8.2% | +0.7% | +7.5% | +7.9% |
| 6M | +14.0% | +2.2% | +11.8% | +13.4% |
| YTD | +44.6% | -20.3% | +64.9% | +46.1% |
| 1Y | +47.8% | -16.1% | +63.8% | +48.3% |
| 3Y | +79.6% | +134.7% | -55.1% | +44.3% |
| All | +174.3% | +666.0% | -491.7% | +85.5% |
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 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