+457.5%
XOM vs CMG
+3,922.2%
-3,464.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +4.1% | -2.1% | +6.1% | +4.4% |
| 30D | +4.6% | +10.9% | -6.3% | +2.8% |
| 3M | +14.0% | +15.8% | -1.9% | +10.6% |
| 6M | +11.0% | +6.9% | +4.0% | +8.7% |
| YTD | +40.7% | -2.2% | +42.9% | +39.7% |
| 1Y | +52.3% | -7.1% | +59.4% | +51.7% |
| 3Y | +60.5% | -7.1% | +67.6% | +56.6% |
| 5Y | +266.4% | -4.8% | +271.2% | +249.1% |
| 10Y | +194.4% | +324.3% | -129.9% | +101.5% |
| All | +457.5% | +3,922.2% | -3,464.7% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling