+4,565.7%
XOM vs CCL
+1,041.5%
+3,524.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +2.8% | -1.2% | +4.0% | +3.0% |
| 30D | -3.6% | +13.1% | -16.8% | -5.9% |
| 3M | +8.2% | +3.4% | +4.9% | +6.9% |
| 6M | +14.0% | +18.7% | -4.7% | +9.0% |
| YTD | +44.6% | -2.3% | +46.9% | +40.9% |
| 1Y | +47.8% | +14.2% | +33.6% | +39.6% |
| 3Y | +79.6% | +133.6% | -54.0% | +42.9% |
| 5Y | +214.3% | +33.5% | +180.8% | +156.9% |
| 10Y | +204.0% | -32.8% | +236.8% | +148.4% |
| All | +4,565.7% | +1,041.5% | +3,524.2% | +2,631.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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