+839.7%
XOM vs CRL
+1,633.2%
-793.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -3.6% | +11.9% | -15.5% | -5.8% |
| 3M | +8.2% | +20.2% | -11.9% | +4.2% |
| 6M | +14.0% | +107.5% | -93.5% | -1.5% |
| YTD | +44.6% | +69.4% | -24.8% | +28.1% |
| 1Y | +47.8% | +99.7% | -52.0% | +26.6% |
| 3Y | +79.6% | +98.8% | -19.2% | +47.3% |
| 5Y | +214.3% | -12.4% | +226.7% | +197.6% |
| 10Y | +204.0% | +352.9% | -148.8% | +97.0% |
| All | +839.7% | +1,633.2% | -793.5% | +376.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling