+203.7%
XOM vs CLBK
+65.5%
+138.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +4.1% | -1.5% | +5.5% | +4.5% |
| 30D | +4.6% | -1.0% | +5.6% | +4.9% |
| 3M | +14.0% | +22.9% | -9.0% | +6.6% |
| 6M | +11.0% | +44.2% | -33.2% | -1.8% |
| YTD | +40.7% | +64.0% | -23.3% | +18.8% |
| 1Y | +52.3% | +65.7% | -13.4% | +27.5% |
| 3Y | +60.5% | +54.1% | +6.4% | +32.2% |
| 5Y | +266.4% | +44.7% | +221.7% | +175.8% |
| All | +203.7% | +65.5% | +138.3% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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