+43.2%
XOM vs CL
+28.1%
+15.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -7.3% | +2.6% | -9.9% | -7.2% |
| 30D | -2.6% | +11.8% | -14.4% | -2.5% |
| 3M | +3.6% | +5.9% | -2.3% | +3.7% |
| 6M | +15.3% | +13.3% | +2.0% | +15.9% |
| YTD | +39.4% | +27.1% | +12.3% | +34.3% |
| 1Y | +43.2% | +28.0% | +15.2% | +37.7% |
| All | +43.2% | +28.1% | +15.0% | +37.7% |
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 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