+193.1%
XOM vs CMS
+138.3%
+54.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -7.3% | +0.5% | -7.8% | -7.5% |
| 30D | -2.6% | +7.4% | -10.1% | -4.9% |
| 3M | +3.6% | +1.9% | +1.7% | +2.8% |
| 6M | +15.3% | -2.3% | +17.6% | +15.7% |
| YTD | +39.4% | +3.0% | +36.5% | +37.1% |
| 1Y | +43.2% | -2.8% | +45.9% | +43.5% |
| 3Y | +74.9% | +37.9% | +37.0% | +53.6% |
| 5Y | +201.3% | +34.0% | +167.3% | +162.4% |
| All | +193.1% | +138.3% | +54.8% | +129.7% |
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