+4,261.5%
XOM vs CLF
+714.0%
+3,547.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.0% |
| 7D | +1.8% | +7.6% | -5.8% | +0.5% |
| 30D | +5.9% | -1.2% | +7.0% | +5.8% |
| 3M | +5.6% | -13.4% | +18.9% | +6.9% |
| 6M | +7.9% | +15.4% | -7.6% | +3.2% |
| YTD | +35.2% | -5.9% | +41.0% | +32.7% |
| 1Y | +46.0% | +18.8% | +27.2% | +35.6% |
| 3Y | +55.0% | -19.4% | +74.4% | +45.9% |
| 5Y | +246.3% | -47.7% | +294.0% | +236.9% |
| 10Y | +181.0% | +130.4% | +50.6% | +90.6% |
| All | +4,261.5% | +714.0% | +3,547.5% | +1,944.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling