+52.6%
XOM vs CI
+21.2%
+31.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.4% | -8.0% | -4.8% |
| 7D | -7.0% | +3.5% | -10.5% | -7.2% |
| 30D | +3.2% | +12.6% | -9.4% | +2.1% |
| 3M | +10.7% | +12.1% | -1.4% | +9.5% |
| 6M | +11.6% | +10.6% | +1.0% | +10.7% |
| YTD | +43.5% | +12.8% | +30.6% | +43.4% |
| 1Y | +52.6% | +18.0% | +34.6% | +52.2% |
| All | +52.6% | +21.2% | +31.4% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling