+195.8%
XOM vs CMS
+36.1%
+159.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -8.3% | -0.9% | -7.4% | -8.2% |
| 30D | -2.5% | +7.1% | -9.6% | -3.8% |
| 3M | +8.3% | -1.3% | +9.6% | +8.5% |
| 6M | +15.5% | -2.7% | +18.1% | +15.8% |
| YTD | +39.6% | +2.6% | +37.0% | +38.2% |
| 1Y | +44.6% | -2.0% | +46.6% | +44.6% |
| 3Y | +76.6% | +39.6% | +36.9% | +62.5% |
| 5Y | +195.8% | +35.3% | +160.5% | +173.4% |
| All | +195.8% | +36.1% | +159.7% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling