+261.8%
XOM vs CLF
-47.6%
+309.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | 0.0% | -2.7% | +2.7% | +0.3% |
| 30D | +3.4% | -3.2% | +6.6% | +3.7% |
| 3M | +11.0% | -5.0% | +16.0% | +10.9% |
| 6M | +10.6% | +26.6% | -16.0% | +5.8% |
| YTD | +39.2% | -9.0% | +48.2% | +38.3% |
| 1Y | +52.7% | +11.8% | +40.9% | +45.0% |
| 3Y | +56.8% | -15.1% | +71.9% | +48.1% |
| 5Y | +261.8% | -48.2% | +310.0% | +265.5% |
| All | +261.8% | -47.6% | +309.4% | +265.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling