-0.9%
CCL vs OXY
+164.6%
-165.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.3% |
| 7D | -4.4% | +0.6% | -5.0% | -4.5% |
| 30D | -18.2% | +4.5% | -22.7% | -18.9% |
| 3M | -17.7% | +8.9% | -26.6% | -19.4% |
| 6M | -13.0% | +12.5% | -25.5% | -17.1% |
| YTD | -24.5% | +50.5% | -75.0% | -34.3% |
| 1Y | -26.9% | +38.6% | -65.5% | -35.2% |
| 3Y | +50.8% | -1.2% | +52.0% | +43.6% |
| 5Y | -0.9% | +161.6% | -162.6% | -35.6% |
| All | -0.9% | +164.6% | -165.5% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 5y: compounded portfolio wealth divided by compounded OXY 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…
5y analysis · Full analysis span regression · 6 months rolling