+264.7%
XOM vs CLX
-37.2%
+301.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.6% |
| 7D | +1.9% | -5.9% | +7.7% | +2.0% |
| 30D | +4.1% | -17.0% | +21.1% | +4.6% |
| 3M | +10.4% | -9.6% | +20.0% | +10.7% |
| 6M | +13.0% | -21.5% | +34.5% | +14.5% |
| YTD | +40.1% | -8.8% | +48.9% | +40.6% |
| 1Y | +51.1% | -24.7% | +75.8% | +53.2% |
| 3Y | +57.7% | -35.6% | +93.4% | +60.1% |
| 5Y | +264.7% | -37.6% | +302.4% | +264.4% |
| All | +264.7% | -37.2% | +301.9% | +264.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling