+944.8%
XOM vs CME
+8,429.7%
-7,485.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | +2.7% | +2.7% | 0.0% | +1.9% |
| 30D | -2.5% | +13.5% | -15.9% | -6.1% |
| 3M | +7.0% | +20.9% | -13.9% | +1.0% |
| 6M | +14.2% | +11.5% | +2.7% | +10.1% |
| YTD | +43.9% | +19.5% | +24.4% | +35.8% |
| 1Y | +47.9% | +17.2% | +30.7% | +40.3% |
| 3Y | +80.6% | +65.1% | +15.5% | +53.2% |
| 5Y | +212.8% | +73.1% | +139.7% | +158.4% |
| 10Y | +202.6% | +305.3% | -102.7% | +95.0% |
| All | +944.8% | +8,429.7% | -7,485.0% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling