+164.1%
XOM vs CEG
+703.5%
-539.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.3% |
| 7D | 0.0% | +1.3% | -1.3% | 0.0% |
| 30D | +3.4% | +8.8% | -5.4% | +2.8% |
| 3M | +11.0% | +17.0% | -6.0% | +9.8% |
| 6M | +10.6% | -8.7% | +19.3% | +11.0% |
| YTD | +39.2% | -16.4% | +55.6% | +40.5% |
| 1Y | +52.7% | -1.8% | +54.5% | +51.0% |
| 3Y | +56.8% | +175.8% | -119.0% | +22.1% |
| All | +164.1% | +703.5% | -539.4% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling