+58.8%
XOM vs CME
+52.6%
+6.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | 0.0% | -0.6% | +0.7% | +0.1% |
| 30D | +3.4% | +4.7% | -1.2% | +2.7% |
| 3M | +11.0% | +7.8% | +3.2% | +9.6% |
| 6M | +10.6% | -11.0% | +21.6% | +11.8% |
| YTD | +39.2% | +4.0% | +35.2% | +39.1% |
| 1Y | +52.7% | +9.1% | +43.6% | +52.5% |
| All | +58.8% | +52.6% | +6.2% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling