+185.0%
XOM vs CL
+54.7%
+130.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -2.4% | -1.4% | -1.0% | -2.0% |
| 30D | +5.7% | -5.2% | +10.9% | +7.1% |
| 3M | +6.6% | +3.3% | +3.2% | +5.4% |
| 6M | +7.7% | -4.4% | +12.0% | +8.5% |
| YTD | +36.2% | +13.9% | +22.3% | +29.9% |
| 1Y | +50.5% | +7.6% | +42.9% | +45.8% |
| 3Y | +53.4% | +29.6% | +23.8% | +37.0% |
| 5Y | +254.2% | +28.1% | +226.1% | +212.5% |
| All | +185.0% | +54.7% | +130.2% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling