+191.6%
XOM vs CSGP
+72.5%
+119.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -2.9% | -1.1% |
| 7D | -8.3% | -1.8% | -6.5% | -8.1% |
| 30D | -2.5% | +5.3% | -7.8% | -3.9% |
| 3M | +8.3% | +3.3% | +5.0% | +6.7% |
| 6M | +15.5% | -4.7% | +20.1% | +15.0% |
| YTD | +39.6% | -53.5% | +93.2% | +57.1% |
| 1Y | +44.6% | -53.7% | +98.3% | +62.7% |
| 3Y | +76.6% | -59.7% | +136.3% | +100.8% |
| 5Y | +195.8% | -62.5% | +258.3% | +237.4% |
| 10Y | +191.6% | +67.3% | +124.3% | +167.4% |
| All | +191.6% | +72.5% | +119.1% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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