+43.2%
XOM vs CLF
+27.9%
+15.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.4% |
| 7D | -1.5% | +2.3% | -3.8% | -1.5% |
| 30D | -3.2% | +1.9% | -5.1% | -3.0% |
| 3M | +5.0% | +5.9% | -0.9% | +5.3% |
| 6M | +12.9% | +16.9% | -4.0% | +13.1% |
| YTD | +41.3% | -1.1% | +42.4% | +44.0% |
| 1Y | +43.2% | +28.8% | +14.4% | +48.8% |
| All | +43.2% | +27.9% | +15.3% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling