+230.4%
XOM vs CG
+341.4%
-111.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.3% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | +5.7% | -3.2% | +8.8% | +6.2% |
| 3M | +6.6% | +6.2% | +0.3% | +4.2% |
| 6M | +7.7% | -4.7% | +12.3% | +7.5% |
| YTD | +36.2% | -20.6% | +56.8% | +41.6% |
| 1Y | +50.5% | -26.4% | +76.9% | +59.0% |
| 3Y | +53.4% | +55.4% | -2.0% | +25.9% |
| 5Y | +254.2% | +9.8% | +244.4% | +207.4% |
| 10Y | +177.9% | +341.4% | -163.5% | +57.8% |
| All | +230.4% | +341.4% | -111.0% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling