+174.1%
XOM vs CFG
+396.4%
-222.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.8% | +1.5% | +0.2% | +1.1% |
| 30D | +5.9% | -3.8% | +9.7% | +7.2% |
| 3M | +5.6% | +11.5% | -5.9% | +1.0% |
| 6M | +7.9% | +19.2% | -11.3% | 0.0% |
| YTD | +35.2% | +23.7% | +11.5% | +23.0% |
| 1Y | +46.0% | +38.8% | +7.1% | +26.6% |
| 3Y | +55.0% | +178.9% | -123.9% | -1.6% |
| 5Y | +246.3% | +101.8% | +144.5% | +139.3% |
| 10Y | +181.0% | +317.3% | -136.3% | +36.5% |
| All | +174.1% | +396.4% | -222.3% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling