+4,261.5%
XOM vs CI
+7,591.2%
-3,329.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +1.8% | +1.3% | +0.5% | +1.4% |
| 30D | +5.9% | +4.4% | +1.4% | +4.7% |
| 3M | +5.6% | +0.7% | +4.9% | +5.2% |
| 6M | +7.9% | +0.3% | +7.5% | +7.2% |
| YTD | +35.2% | +3.8% | +31.4% | +33.1% |
| 1Y | +46.0% | -5.5% | +51.5% | +46.0% |
| 3Y | +55.0% | +8.1% | +46.9% | +47.2% |
| 5Y | +246.3% | +42.8% | +203.5% | +204.2% |
| 10Y | +181.0% | +143.9% | +37.1% | +114.4% |
| All | +4,261.5% | +7,591.2% | -3,329.7% | +1,685.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling