-2.7%
CEG vs OXY
+32.4%
-35.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +4.7% |
| 7D | +8.0% | +1.6% | +6.4% | +8.3% |
| 30D | +12.9% | +11.6% | +1.4% | +14.8% |
| 3M | +13.2% | +2.8% | +10.4% | +13.3% |
| 6M | -7.0% | +13.0% | -20.0% | -5.3% |
| YTD | -15.0% | +47.4% | -62.4% | -11.6% |
| 1Y | -2.7% | +31.5% | -34.2% | +3.1% |
| All | -2.7% | +32.4% | -35.1% | +3.1% |
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