+205.4%
XOM vs CFG
+216.2%
-10.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +2.8% | +3.2% | -0.3% | +1.6% |
| 30D | -3.6% | +5.1% | -8.8% | -5.6% |
| 3M | +8.2% | -11.2% | +19.5% | +12.7% |
| 6M | +14.0% | +9.6% | +4.5% | +9.1% |
| YTD | +44.6% | +15.0% | +29.6% | +34.5% |
| 1Y | +47.8% | +29.9% | +17.9% | +30.8% |
| 3Y | +79.6% | +192.1% | -112.5% | +10.1% |
| 5Y | +214.3% | +62.3% | +152.0% | +135.3% |
| All | +205.4% | +216.2% | -10.8% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling