+52.3%
XOM vs CMG
-6.5%
+58.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +4.1% | -2.1% | +6.1% | +4.1% |
| 30D | +4.6% | +10.9% | -6.3% | +4.7% |
| 3M | +14.0% | +15.8% | -1.9% | +14.4% |
| 6M | +11.0% | +6.9% | +4.0% | +11.8% |
| YTD | +40.7% | -2.2% | +42.9% | +43.2% |
| 1Y | +52.3% | -7.1% | +59.4% | +56.0% |
| All | +52.3% | -6.5% | +58.8% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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