+253.9%
XOM vs CFG
+101.5%
+152.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.0% |
| 7D | -2.4% | +2.7% | -5.0% | -3.0% |
| 30D | +5.7% | -3.7% | +9.3% | +6.5% |
| 3M | +6.6% | +9.5% | -2.9% | +4.0% |
| 6M | +7.7% | +22.2% | -14.6% | +1.9% |
| YTD | +36.2% | +22.3% | +13.9% | +28.4% |
| 1Y | +50.5% | +39.4% | +11.0% | +36.8% |
| 3Y | +53.4% | +188.5% | -135.1% | +12.4% |
| All | +253.9% | +101.5% | +152.5% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling