+52.3%
XOM vs CRL
+80.5%
-28.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.7% |
| 7D | +4.1% | -3.5% | +7.6% | +3.7% |
| 30D | +4.6% | -2.1% | +6.7% | +4.4% |
| 3M | +14.0% | +48.0% | -34.0% | +19.2% |
| 6M | +11.0% | +64.7% | -53.8% | +17.9% |
| YTD | +40.7% | +39.5% | +1.2% | +48.1% |
| 1Y | +52.3% | +74.2% | -21.9% | +61.7% |
| All | +52.3% | +80.5% | -28.2% | +61.7% |
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