+85.6%
XOP vs CMI
+3,058.8%
-2,973.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.6% |
| 7D | +0.6% | +1.9% | -1.3% | -0.5% |
| 30D | +16.5% | -12.5% | +29.0% | +25.3% |
| 3M | +15.7% | -16.2% | +31.9% | +25.4% |
| 6M | +19.2% | +4.9% | +14.3% | +10.5% |
| YTD | +55.0% | +11.1% | +43.8% | +37.2% |
| 1Y | +54.2% | +43.4% | +10.8% | +16.3% |
| 3Y | +35.9% | +154.1% | -118.2% | -28.5% |
| 5Y | +162.4% | +169.5% | -7.1% | +31.8% |
| 10Y | +50.2% | +503.8% | -453.6% | -51.7% |
| All | +85.6% | +3,058.8% | -2,973.3% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling