+881.3%
XOM vs CME
+7,469.3%
-6,588.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +1.8% | -1.6% | +3.3% | +2.2% |
| 30D | +5.9% | +6.2% | -0.4% | +3.9% |
| 3M | +5.6% | +10.4% | -4.9% | +2.3% |
| 6M | +7.9% | -9.5% | +17.4% | +10.6% |
| YTD | +35.2% | +6.0% | +29.2% | +32.3% |
| 1Y | +46.0% | +9.3% | +36.7% | +41.5% |
| 3Y | +55.0% | +57.7% | -2.6% | +33.3% |
| 5Y | +246.3% | +77.7% | +168.6% | +183.9% |
| 10Y | +181.0% | +281.2% | -100.3% | +84.7% |
| All | +881.3% | +7,469.3% | -6,588.0% | +257.4% |
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