+45.3%
XOP vs CMI
+10.9%
+34.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.8% | -0.6% | -6.6% |
| 7D | -10.5% | -11.2% | +0.7% | -11.2% |
| 30D | -4.3% | -9.8% | +5.5% | -4.9% |
| 3M | +4.7% | -25.5% | +30.2% | +2.5% |
| 6M | -0.1% | -27.7% | +27.6% | -2.0% |
| YTD | +43.8% | -6.6% | +50.5% | +39.7% |
| 1Y | +45.3% | +11.7% | +33.6% | +35.9% |
| All | +45.3% | +10.9% | +34.4% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling