+4,405.4%
XOM vs CMS
+471.3%
+3,934.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -8.3% | -0.9% | -7.4% | -8.1% |
| 30D | -2.5% | +7.1% | -9.6% | -4.2% |
| 3M | +8.3% | -1.3% | +9.6% | +8.5% |
| 6M | +15.5% | -2.7% | +18.1% | +15.9% |
| YTD | +39.6% | +2.6% | +37.0% | +38.0% |
| 1Y | +44.6% | -2.0% | +46.6% | +44.6% |
| 3Y | +76.6% | +39.6% | +36.9% | +60.2% |
| 5Y | +195.8% | +35.3% | +160.5% | +167.7% |
| 10Y | +191.6% | +132.3% | +59.3% | +128.2% |
| All | +4,405.4% | +471.3% | +3,934.1% | +2,560.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling