+200.7%
XOM vs CL
+39.7%
+161.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | -11.4% | +1.3% | -12.8% | -11.5% |
| 30D | +1.1% | +11.4% | -10.2% | +0.2% |
| 3M | +7.8% | +4.4% | +3.4% | +7.4% |
| 6M | +13.0% | +10.8% | +2.3% | +12.0% |
| YTD | +40.6% | +25.1% | +15.5% | +37.0% |
| 1Y | +49.1% | +28.0% | +21.1% | +44.9% |
| 3Y | +72.9% | +37.6% | +35.3% | +65.4% |
| All | +200.7% | +39.7% | +161.1% | +175.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling