+604.3%
CEG vs OXY
+80.1%
+524.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.8% | +2.8% | -7.6% | -5.4% |
| 30D | +2.3% | +5.5% | -3.1% | +1.0% |
| 3M | +15.6% | +11.3% | +4.3% | +12.4% |
| 6M | -5.0% | +11.6% | -16.6% | -8.7% |
| YTD | -19.0% | +51.6% | -70.6% | -29.1% |
| 1Y | -10.0% | +36.2% | -46.2% | -19.1% |
| 3Y | +163.9% | +1.7% | +162.2% | +152.9% |
| All | +604.3% | +80.1% | +524.2% | +504.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling