+51.1%
XOM vs CME
+9.1%
+42.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.9% | -2.4% | +4.2% | +2.5% |
| 30D | +4.1% | +6.2% | -2.1% | +2.1% |
| 3M | +10.4% | +4.4% | +6.0% | +8.9% |
| 6M | +13.0% | -9.6% | +22.7% | +17.7% |
| YTD | +40.1% | +3.8% | +36.3% | +39.4% |
| 1Y | +51.1% | +9.5% | +41.6% | +49.1% |
| All | +51.1% | +9.1% | +42.0% | +49.1% |
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