-31.9%
CEG vs OXY
+45.4%
-77.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.1% | -1.6% | -7.6% |
| 7D | -4.8% | -8.8% | +4.0% | -6.4% |
| 30D | -8.2% | -1.7% | -6.5% | -8.2% |
| 3M | -7.9% | +4.5% | -12.5% | -6.7% |
| 6M | -23.2% | -4.0% | -19.2% | -23.8% |
| YTD | -30.1% | +41.4% | -71.5% | -23.5% |
| 1Y | -31.9% | +45.9% | -77.8% | -22.7% |
| All | -31.9% | +45.4% | -77.3% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling