+50.2%
XOM vs CI
-5.4%
+55.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | 0.0% | -1.1% | +1.2% | +0.1% |
| 30D | +3.4% | +0.5% | +3.0% | +3.4% |
| 3M | +11.0% | -5.2% | +16.2% | +11.4% |
| 6M | +10.6% | +4.3% | +6.3% | +10.1% |
| YTD | +39.2% | +2.8% | +36.4% | +39.0% |
| All | +50.2% | -5.4% | +55.6% | +50.8% |
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