+192.9%
XOM vs CLX
-3.7%
+196.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +4.1% | -5.7% | +9.8% | +4.3% |
| 30D | +4.6% | -17.0% | +21.6% | +5.1% |
| 3M | +14.0% | -9.7% | +23.6% | +14.2% |
| 6M | +11.0% | -19.8% | +30.8% | +11.9% |
| YTD | +40.7% | -9.8% | +50.5% | +41.1% |
| 1Y | +52.3% | -26.2% | +78.5% | +54.0% |
| 3Y | +60.5% | -36.2% | +96.6% | +62.6% |
| 5Y | +266.4% | -38.3% | +304.8% | +270.4% |
| All | +192.9% | -3.7% | +196.6% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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