+58.8%
XOM vs CI
+4.5%
+54.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | 0.0% | -1.1% | +1.2% | +0.2% |
| 30D | +3.4% | +0.5% | +3.0% | +3.4% |
| 3M | +11.0% | -5.2% | +16.2% | +11.5% |
| 6M | +10.6% | +4.3% | +6.3% | +9.9% |
| YTD | +39.2% | +2.8% | +36.4% | +38.5% |
| 1Y | +52.7% | -5.8% | +58.5% | +53.1% |
| All | +58.8% | +4.5% | +54.2% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling