+191.6%
XOM vs CI
+144.3%
+47.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +1.9% | -1.3% | +3.2% | +2.3% |
| 30D | +4.1% | +3.1% | +0.9% | +3.0% |
| 3M | +10.4% | -4.5% | +14.9% | +11.7% |
| 6M | +13.0% | +8.3% | +4.8% | +9.3% |
| YTD | +40.1% | +3.8% | +36.3% | +37.1% |
| 1Y | +51.1% | -5.0% | +56.1% | +50.7% |
| 3Y | +57.7% | +5.8% | +52.0% | +46.2% |
| 5Y | +264.7% | +50.6% | +214.1% | +185.4% |
| All | +191.6% | +144.3% | +47.3% | +100.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling