+4,436.6%
XOM vs CL
+5,336.9%
-900.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.0% |
| 7D | -11.4% | +1.3% | -12.8% | -11.9% |
| 30D | +1.1% | +11.4% | -10.2% | -2.3% |
| 3M | +7.8% | +4.4% | +3.4% | +6.1% |
| 6M | +13.0% | +10.8% | +2.3% | +8.9% |
| YTD | +40.6% | +25.1% | +15.5% | +30.0% |
| 1Y | +49.1% | +28.0% | +21.1% | +36.8% |
| 3Y | +72.9% | +37.6% | +35.3% | +53.1% |
| 5Y | +204.0% | +39.7% | +164.3% | +164.8% |
| 10Y | +205.7% | +75.8% | +129.9% | +144.0% |
| All | +4,436.6% | +5,336.9% | -900.4% | +1,471.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling