+4,261.5%
XOM vs CL
+4,870.0%
-608.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | +1.8% | -2.2% | +3.9% | +2.4% |
| 30D | +5.9% | -4.8% | +10.7% | +7.4% |
| 3M | +5.6% | +4.9% | +0.7% | +3.8% |
| 6M | +7.9% | -5.7% | +13.6% | +9.0% |
| YTD | +35.2% | +14.4% | +20.8% | +28.6% |
| 1Y | +46.0% | +8.7% | +37.2% | +40.8% |
| 3Y | +55.0% | +30.0% | +25.0% | +39.8% |
| 5Y | +246.3% | +28.4% | +217.9% | +209.9% |
| 10Y | +181.0% | +50.1% | +130.9% | +135.7% |
| All | +4,261.5% | +4,870.0% | -608.4% | +1,456.1% |
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