+4,261.5%
XOM vs CMS
+457.8%
+3,803.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +5.9% | -3.6% | +9.5% | +6.8% |
| 3M | +5.6% | -1.9% | +7.5% | +5.9% |
| 6M | +7.9% | -11.0% | +18.8% | +10.8% |
| YTD | +35.2% | +0.2% | +35.0% | +34.6% |
| 1Y | +46.0% | -1.3% | +47.3% | +45.8% |
| 3Y | +55.0% | +35.9% | +19.1% | +41.6% |
| 5Y | +246.3% | +23.1% | +223.2% | +221.3% |
| 10Y | +181.0% | +117.9% | +63.1% | +123.5% |
| All | +4,261.5% | +457.8% | +3,803.7% | +2,494.4% |
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 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