+261.8%
XOM vs CI
+43.3%
+218.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | +11.0% | -5.2% | +16.2% | +11.9% |
| 6M | +10.6% | +4.3% | +6.3% | +9.3% |
| YTD | +39.2% | +2.8% | +36.4% | +37.9% |
| 1Y | +52.7% | -5.8% | +58.5% | +53.1% |
| 3Y | +56.8% | +4.7% | +52.0% | +50.5% |
| 5Y | +261.8% | +42.7% | +219.1% | +204.9% |
| All | +261.8% | +43.3% | +218.5% | +204.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling