+946.5%
XOM vs CSGP
+3,334.4%
-2,387.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.4% |
| 7D | +1.8% | -4.1% | +5.8% | +2.3% |
| 30D | +5.9% | +2.3% | +3.5% | +5.4% |
| 3M | +5.6% | -8.2% | +13.7% | +6.3% |
| 6M | +7.9% | -35.1% | +42.9% | +13.3% |
| YTD | +35.2% | -54.0% | +89.2% | +47.6% |
| 1Y | +46.0% | -65.3% | +111.3% | +65.0% |
| 3Y | +55.0% | -62.6% | +117.6% | +71.9% |
| 5Y | +246.3% | -64.8% | +311.1% | +281.4% |
| 10Y | +181.0% | +45.1% | +135.9% | +157.4% |
| All | +946.5% | +3,334.4% | -2,387.9% | +560.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling