+4,294.1%
XOM vs CCL
+801.4%
+3,492.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.0% |
| 7D | -2.4% | -0.1% | -2.2% | -2.4% |
| 30D | +5.7% | -20.0% | +25.6% | +9.5% |
| 3M | +6.6% | -13.7% | +20.2% | +8.4% |
| 6M | +7.7% | -9.0% | +16.7% | +7.2% |
| YTD | +36.2% | -22.8% | +59.0% | +38.8% |
| 1Y | +50.5% | -25.3% | +75.8% | +53.5% |
| 3Y | +53.4% | +54.1% | -0.7% | +31.6% |
| 5Y | +254.2% | +3.5% | +250.7% | +203.6% |
| 10Y | +177.9% | -41.0% | +218.9% | +133.1% |
| All | +4,294.1% | +801.4% | +3,492.7% | +2,592.1% |
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