+4,294.1%
XOM vs CLX
+2,347.6%
+1,946.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -2.4% | -3.5% | +1.2% | -1.7% |
| 30D | +5.7% | -11.9% | +17.5% | +8.1% |
| 3M | +6.6% | -2.6% | +9.2% | +6.7% |
| 6M | +7.7% | -18.2% | +25.8% | +10.8% |
| YTD | +36.2% | -5.9% | +42.1% | +36.5% |
| 1Y | +50.5% | -23.8% | +74.3% | +56.8% |
| 3Y | +53.4% | -33.6% | +86.9% | +62.5% |
| 5Y | +254.2% | -35.7% | +289.9% | +271.1% |
| 10Y | +177.9% | -2.5% | +180.4% | +152.8% |
| All | +4,294.1% | +2,347.6% | +1,946.5% | +1,975.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling