+205.4%
XOM vs CL
+88.0%
+117.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | 0.0% |
| 7D | +2.8% | +3.2% | -0.4% | +2.0% |
| 30D | -3.6% | +8.0% | -11.7% | -5.8% |
| 3M | +8.2% | +7.9% | +0.4% | +5.8% |
| 6M | +14.0% | +14.7% | -0.7% | +9.3% |
| YTD | +44.6% | +29.2% | +15.4% | +33.0% |
| 1Y | +47.8% | +29.5% | +18.2% | +35.7% |
| 3Y | +79.6% | +40.7% | +38.9% | +57.1% |
| 5Y | +214.3% | +43.9% | +170.4% | +168.2% |
| All | +205.4% | +88.0% | +117.4% | +132.9% |
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 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