+261.8%
XOM vs CME
+76.2%
+185.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | 0.0% | -0.6% | +0.7% | +0.2% |
| 30D | +3.4% | +4.7% | -1.2% | +2.5% |
| 3M | +11.0% | +7.8% | +3.2% | +9.2% |
| 6M | +10.6% | -11.0% | +21.6% | +12.8% |
| YTD | +39.2% | +4.0% | +35.2% | +38.2% |
| 1Y | +52.7% | +9.1% | +43.6% | +50.4% |
| 3Y | +56.8% | +52.3% | +4.5% | +43.0% |
| 5Y | +261.8% | +76.1% | +185.7% | +191.6% |
| All | +261.8% | +76.2% | +185.6% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling