+52.6%
XOM vs CME
+19.8%
+32.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -5.0% |
| 7D | -7.0% | +4.8% | -11.8% | -8.3% |
| 30D | +3.2% | +14.2% | -10.9% | -0.6% |
| 3M | +10.7% | +17.9% | -7.3% | +5.3% |
| 6M | +11.6% | +7.2% | +4.4% | +10.7% |
| YTD | +43.5% | +16.7% | +26.8% | +37.1% |
| 1Y | +52.6% | +19.6% | +33.0% | +44.9% |
| All | +52.6% | +19.8% | +32.8% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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