+264.7%
XOM vs CLBK
+41.8%
+222.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +1.9% | -1.4% | +3.2% | +2.0% |
| 30D | +4.1% | +4.5% | -0.5% | +3.5% |
| 3M | +10.4% | +22.8% | -12.4% | +7.9% |
| 6M | +13.0% | +43.4% | -30.4% | +8.4% |
| YTD | +40.1% | +64.1% | -24.1% | +31.8% |
| 1Y | +51.1% | +67.6% | -16.4% | +41.6% |
| 3Y | +57.7% | +53.3% | +4.5% | +47.9% |
| 5Y | +264.7% | +44.8% | +219.9% | +209.2% |
| All | +264.7% | +41.8% | +222.9% | +209.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling