+191.3%
XOM vs CLF
+116.4%
+74.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | 0.0% | -2.7% | +2.7% | +0.5% |
| 30D | +3.4% | -3.2% | +6.6% | +3.8% |
| 3M | +11.0% | -5.0% | +16.0% | +10.8% |
| 6M | +10.6% | +26.6% | -16.0% | +3.7% |
| YTD | +39.2% | -9.0% | +48.2% | +37.3% |
| 1Y | +52.7% | +11.8% | +40.9% | +42.1% |
| 3Y | +56.8% | -15.1% | +71.9% | +44.6% |
| 5Y | +261.8% | -48.2% | +310.0% | +251.7% |
| 10Y | +191.3% | +127.6% | +63.7% | +84.2% |
| All | +191.3% | +116.4% | +74.9% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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