+191.6%
XOM vs CRL
+249.3%
-57.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | +1.9% | -6.9% | +8.8% | +3.1% |
| 30D | +4.1% | -3.2% | +7.3% | +4.5% |
| 3M | +10.4% | +46.5% | -36.1% | +2.6% |
| 6M | +13.0% | +63.1% | -50.1% | +1.9% |
| YTD | +40.1% | +36.9% | +3.2% | +30.1% |
| 1Y | +51.1% | +78.1% | -27.0% | +32.0% |
| 3Y | +57.7% | +36.7% | +21.0% | +39.2% |
| 5Y | +264.7% | -38.1% | +302.8% | +291.9% |
| All | +191.6% | +249.3% | -57.8% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling