+46.0%
XOM vs CMI
+45.0%
+1.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.4% |
| 7D | +1.8% | -0.7% | +2.5% | +1.7% |
| 30D | +5.9% | -13.4% | +19.3% | +4.6% |
| 3M | +5.6% | -17.0% | +22.6% | +4.2% |
| 6M | +7.9% | -1.6% | +9.5% | +8.0% |
| YTD | +35.2% | +11.0% | +24.2% | +34.7% |
| 1Y | +46.0% | +41.9% | +4.1% | +45.0% |
| All | +46.0% | +45.0% | +1.0% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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