+52.6%
XOM vs CFG
+34.2%
+18.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -4.3% |
| 7D | -7.0% | +1.8% | -8.8% | -6.7% |
| 30D | +3.2% | +3.3% | -0.1% | +3.7% |
| 3M | +10.7% | -9.8% | +20.5% | +9.6% |
| 6M | +11.6% | +5.2% | +6.4% | +12.8% |
| YTD | +43.5% | +16.1% | +27.4% | +43.4% |
| 1Y | +52.6% | +33.7% | +18.9% | +50.2% |
| All | +52.6% | +34.2% | +18.4% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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