+197.1%
XOM vs CFG
+224.4%
-27.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | -3.2% | +3.1% | -6.3% | -4.4% |
| 3M | +5.0% | -9.7% | +14.7% | +8.6% |
| 6M | +12.9% | +6.7% | +6.2% | +9.0% |
| YTD | +41.3% | +15.2% | +26.1% | +31.3% |
| 1Y | +43.2% | +28.8% | +14.4% | +27.2% |
| 3Y | +77.3% | +190.1% | -112.7% | +9.1% |
| 5Y | +204.8% | +63.4% | +141.4% | +127.6% |
| 10Y | +197.1% | +219.8% | -22.6% | +66.0% |
| All | +197.1% | +224.4% | -27.3% | +66.0% |
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