+173.0%
XOM vs CEG
+672.0%
-499.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.7% |
| 7D | +2.7% | +17.8% | -15.1% | +1.7% |
| 30D | -2.5% | -4.5% | +2.1% | -2.3% |
| 3M | +7.0% | +1.5% | +5.5% | +6.6% |
| 6M | +14.2% | -3.5% | +17.7% | +14.1% |
| YTD | +43.9% | -19.7% | +63.6% | +45.3% |
| 1Y | +47.9% | -19.8% | +67.7% | +49.1% |
| 3Y | +80.6% | +136.4% | -55.8% | +45.1% |
| All | +173.0% | +672.0% | -499.0% | +84.6% |
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