+189.8%
XOM vs CI
+141.9%
+47.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | 0.0% | -1.1% | +1.2% | +0.4% |
| 30D | +3.4% | +0.5% | +3.0% | +3.2% |
| 3M | +11.0% | -5.2% | +16.2% | +12.6% |
| 6M | +10.6% | +4.3% | +6.3% | +8.3% |
| YTD | +39.2% | +2.8% | +36.4% | +36.7% |
| 1Y | +52.7% | -5.8% | +58.5% | +52.7% |
| 3Y | +56.8% | +4.7% | +52.0% | +45.7% |
| 5Y | +261.8% | +42.7% | +219.1% | +189.2% |
| All | +189.8% | +141.9% | +47.9% | +100.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling