+55.0%
XOM vs CSGP
-61.9%
+116.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.5% |
| 7D | +1.8% | -4.1% | +5.8% | +2.2% |
| 30D | +5.9% | +2.3% | +3.5% | +5.5% |
| 3M | +5.6% | -8.2% | +13.7% | +6.3% |
| 6M | +7.9% | -35.1% | +42.9% | +12.4% |
| YTD | +35.2% | -54.0% | +89.2% | +46.4% |
| 1Y | +46.0% | -65.3% | +111.3% | +65.1% |
| All | +55.0% | -61.9% | +116.9% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling