+52.6%
XOM vs CRL
+85.3%
-32.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.3% | +2.7% | -5.2% |
| 7D | -7.0% | -12.8% | +5.7% | -8.1% |
| 30D | +3.2% | +5.0% | -1.8% | +4.2% |
| 3M | +10.7% | +39.4% | -28.7% | +15.8% |
| 6M | +11.6% | +89.4% | -77.7% | +21.7% |
| YTD | +43.5% | +63.6% | -20.1% | +54.7% |
| 1Y | +52.6% | +83.5% | -30.9% | +62.7% |
| All | +52.6% | +85.3% | -32.8% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling