+52.3%
XOM vs CMI
+39.5%
+12.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.6% |
| 7D | +4.1% | -0.7% | +4.8% | +4.0% |
| 30D | +4.6% | -12.4% | +17.0% | +3.3% |
| 3M | +14.0% | -14.8% | +28.7% | +12.6% |
| 6M | +11.0% | +0.8% | +10.2% | +10.8% |
| YTD | +40.7% | +10.2% | +30.5% | +40.5% |
| 1Y | +52.3% | +37.4% | +14.9% | +51.5% |
| All | +52.3% | +39.5% | +12.8% | +51.5% |
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