+52.6%
XOM vs CL
+33.4%
+19.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.3% | -7.9% | -4.5% |
| 7D | -7.0% | +7.7% | -14.7% | -6.8% |
| 30D | +3.2% | +15.2% | -12.0% | +3.4% |
| 3M | +10.7% | +7.3% | +3.3% | +10.7% |
| 6M | +11.6% | +17.0% | -5.4% | +12.0% |
| YTD | +43.5% | +28.0% | +15.5% | +37.8% |
| 1Y | +52.6% | +32.1% | +20.5% | +45.0% |
| All | +52.6% | +33.4% | +19.2% | +45.0% |
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