+205.4%
XOM vs CME
+308.7%
-103.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +2.8% | +3.9% | -1.1% | +1.3% |
| 30D | -3.6% | +11.3% | -15.0% | -7.6% |
| 3M | +8.2% | +19.6% | -11.3% | +0.8% |
| 6M | +14.0% | +8.1% | +6.0% | +10.1% |
| YTD | +44.6% | +20.4% | +24.2% | +33.4% |
| 1Y | +47.8% | +16.5% | +31.3% | +38.0% |
| 3Y | +79.6% | +66.4% | +13.1% | +42.0% |
| 5Y | +214.3% | +74.5% | +139.8% | +138.3% |
| All | +205.4% | +308.7% | -103.3% | +73.6% |
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