+52.7%
XOM vs CFG
+38.1%
+14.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.2% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | +3.4% | -4.5% | +8.0% | +3.2% |
| 3M | +11.0% | +6.3% | +4.7% | +11.3% |
| 6M | +10.6% | +20.6% | -10.0% | +10.5% |
| YTD | +39.2% | +21.2% | +18.0% | +37.9% |
| 1Y | +52.7% | +38.2% | +14.5% | +47.7% |
| All | +52.7% | +38.1% | +14.6% | +47.7% |
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