+52.7%
XOM vs CLF
+9.3%
+43.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.2% |
| 7D | 0.0% | -2.7% | +2.7% | 0.0% |
| 30D | +3.4% | -3.2% | +6.6% | +3.5% |
| 3M | +11.0% | -5.0% | +16.0% | +10.7% |
| 6M | +10.6% | +26.6% | -16.0% | +10.0% |
| YTD | +39.2% | -9.0% | +48.2% | +40.4% |
| 1Y | +52.7% | +11.8% | +40.9% | +56.8% |
| All | +52.7% | +9.3% | +43.4% | +56.8% |
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