+205.4%
XOM vs CMS
+140.2%
+65.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | +2.8% | +1.7% | +1.1% | +2.3% |
| 30D | -3.6% | +6.2% | -9.8% | -5.6% |
| 3M | +8.2% | +0.6% | +7.6% | +7.9% |
| 6M | +14.0% | -1.8% | +15.8% | +14.2% |
| YTD | +44.6% | +3.8% | +40.8% | +41.8% |
| 1Y | +47.8% | -1.8% | +49.5% | +47.6% |
| 3Y | +79.6% | +39.8% | +39.7% | +56.9% |
| 5Y | +214.3% | +37.1% | +177.2% | +171.3% |
| All | +205.4% | +140.2% | +65.2% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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