+192.9%
XOM vs CMI
+516.5%
-323.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | 0.0% |
| 7D | +4.1% | -0.7% | +4.8% | +4.4% |
| 30D | +4.6% | -12.4% | +17.0% | +10.1% |
| 3M | +14.0% | -14.8% | +28.7% | +20.2% |
| 6M | +11.0% | +0.8% | +10.2% | +6.4% |
| YTD | +40.7% | +10.2% | +30.5% | +28.0% |
| 1Y | +52.3% | +37.4% | +14.9% | +23.2% |
| 3Y | +60.5% | +153.3% | -92.8% | -8.9% |
| 5Y | +266.4% | +167.6% | +98.8% | +96.6% |
| All | +192.9% | +516.5% | -323.6% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling