+211.6%
XOM vs CSGP
-62.5%
+274.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.2% |
| 7D | +2.8% | +1.3% | +1.5% | +2.7% |
| 30D | -3.6% | +2.8% | -6.4% | -4.2% |
| 3M | +8.2% | -6.3% | +14.6% | +8.4% |
| 6M | +14.0% | -3.2% | +17.2% | +13.7% |
| YTD | +44.6% | -54.0% | +98.6% | +55.3% |
| 1Y | +47.8% | -54.8% | +102.6% | +59.0% |
| 3Y | +79.6% | -60.6% | +140.1% | +94.6% |
| All | +211.6% | -62.5% | +274.1% | +262.7% |
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