+251.6%
XOM vs CMS
+25.9%
+225.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +5.9% | -3.6% | +9.5% | +6.5% |
| 3M | +5.6% | -1.9% | +7.5% | +5.8% |
| 6M | +7.9% | -11.0% | +18.8% | +10.1% |
| YTD | +35.2% | +0.2% | +35.0% | +34.5% |
| 1Y | +46.0% | -1.3% | +47.3% | +45.6% |
| 3Y | +55.0% | +35.9% | +19.1% | +44.5% |
| All | +251.6% | +25.9% | +225.7% | +227.1% |
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