+191.3%
XOM vs CFG
+308.1%
-116.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | +3.4% | -4.5% | +8.0% | +5.1% |
| 3M | +11.0% | +6.3% | +4.7% | +8.0% |
| 6M | +10.6% | +20.6% | -10.0% | +1.8% |
| YTD | +39.2% | +21.2% | +18.0% | +27.3% |
| 1Y | +52.7% | +38.2% | +14.5% | +32.2% |
| 3Y | +56.8% | +185.9% | -129.2% | -3.0% |
| 5Y | +261.8% | +97.0% | +164.8% | +149.3% |
| 10Y | +191.3% | +306.8% | -115.5% | +40.1% |
| All | +191.3% | +308.1% | -116.8% | +40.1% |
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