+191.3%
XOM vs CMS
+116.0%
+75.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | +3.4% | -1.3% | +4.7% | +3.8% |
| 3M | +11.0% | -5.4% | +16.4% | +12.8% |
| 6M | +10.6% | -10.3% | +21.0% | +14.1% |
| YTD | +39.2% | -0.2% | +39.4% | +38.4% |
| 1Y | +52.7% | -0.9% | +53.6% | +52.0% |
| 3Y | +56.8% | +34.0% | +22.8% | +39.2% |
| 5Y | +261.8% | +23.6% | +238.2% | +225.6% |
| 10Y | +191.3% | +122.2% | +69.1% | +133.4% |
| All | +191.3% | +116.0% | +75.3% | +133.4% |
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