+153.3%
XOP vs CMI
+164.8%
-11.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | +2.6% | -0.7% | +3.3% | +2.9% |
| 30D | +9.6% | -12.4% | +22.0% | +15.4% |
| 3M | +20.4% | -14.8% | +35.1% | +26.8% |
| 6M | +19.9% | +0.8% | +19.1% | +13.6% |
| YTD | +56.4% | +10.2% | +46.2% | +39.1% |
| 1Y | +52.4% | +37.4% | +15.0% | +17.8% |
| 3Y | +39.9% | +153.3% | -113.4% | -27.8% |
| All | +153.3% | +164.8% | -11.5% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling