+200.7%
XOM vs CSGP
-63.4%
+264.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.8% |
| 7D | -11.4% | +1.3% | -12.7% | -11.6% |
| 30D | +1.1% | +10.7% | -9.6% | -0.3% |
| 3M | +7.8% | +3.3% | +4.5% | +6.9% |
| 6M | +13.0% | -10.3% | +23.4% | +13.5% |
| YTD | +40.6% | -54.6% | +95.2% | +51.2% |
| 1Y | +49.1% | -54.6% | +103.7% | +60.2% |
| 3Y | +72.9% | -60.3% | +133.2% | +87.3% |
| All | +200.7% | -63.4% | +264.1% | +249.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling