+46.0%
XOM vs CL
+8.2%
+37.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | +1.8% | -2.2% | +3.9% | +1.7% |
| 30D | +5.9% | -4.8% | +10.7% | +5.7% |
| 3M | +5.6% | +4.9% | +0.7% | +6.0% |
| 6M | +7.9% | -5.7% | +13.6% | +10.3% |
| YTD | +35.2% | +14.4% | +20.8% | +32.8% |
| 1Y | +46.0% | +8.7% | +37.2% | +40.9% |
| All | +46.0% | +8.2% | +37.8% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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