+69.3%
XOM vs CRCL
+31.3%
+38.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.5% |
| 7D | +4.1% | -11.2% | +15.3% | +4.1% |
| 30D | +4.6% | +27.1% | -22.5% | +4.6% |
| 3M | +14.0% | +9.6% | +4.3% | +14.0% |
| 6M | +11.0% | -19.7% | +30.7% | +11.1% |
| YTD | +40.7% | +14.2% | +26.5% | +39.7% |
| 1Y | +52.3% | -32.2% | +84.5% | +52.5% |
| All | +69.3% | +31.3% | +38.0% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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