+205.4%
XOM vs CG
+278.5%
-73.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.2% |
| 7D | +2.8% | +0.2% | +2.7% | +2.7% |
| 30D | -3.6% | +11.2% | -14.8% | -6.5% |
| 3M | +8.2% | -22.1% | +30.3% | +14.4% |
| 6M | +14.0% | -17.9% | +32.0% | +18.1% |
| YTD | +44.6% | -31.3% | +75.9% | +55.2% |
| 1Y | +47.8% | -24.0% | +71.7% | +53.9% |
| 3Y | +79.6% | +45.0% | +34.6% | +46.4% |
| 5Y | +214.3% | -22.6% | +236.9% | +203.4% |
| All | +205.4% | +278.5% | -73.0% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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