+778.4%
XOM vs CRL
+1,379.5%
-601.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | +1.8% | -1.0% | +2.8% | +1.9% |
| 30D | +5.9% | +10.7% | -4.8% | +3.9% |
| 3M | +5.6% | +55.3% | -49.7% | -3.2% |
| 6M | +7.9% | +60.7% | -52.8% | -2.7% |
| YTD | +35.2% | +44.6% | -9.5% | +23.8% |
| 1Y | +46.0% | +77.7% | -31.8% | +27.6% |
| 3Y | +55.0% | +37.6% | +17.4% | +37.0% |
| 5Y | +246.3% | -35.8% | +282.1% | +249.4% |
| 10Y | +181.0% | +241.7% | -60.8% | +92.3% |
| All | +778.4% | +1,379.5% | -601.1% | +360.2% |
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