+191.6%
XOM vs CME
+280.4%
-88.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.9% | -2.4% | +4.2% | +2.8% |
| 30D | +4.1% | +6.2% | -2.1% | +1.6% |
| 3M | +10.4% | +4.4% | +6.0% | +8.3% |
| 6M | +13.0% | -9.6% | +22.7% | +17.0% |
| YTD | +40.1% | +3.8% | +36.3% | +37.1% |
| 1Y | +51.1% | +9.5% | +41.6% | +44.6% |
| 3Y | +57.7% | +51.9% | +5.8% | +28.9% |
| 5Y | +264.7% | +78.7% | +186.0% | +169.4% |
| All | +191.6% | +280.4% | -88.8% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling