-16.1%
CEG vs OXY
+42.1%
-58.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.7% |
| 7D | +12.1% | +4.2% | +7.9% | +12.9% |
| 30D | +0.2% | -4.3% | +4.6% | -0.5% |
| 3M | +0.7% | +2.3% | -1.6% | +1.6% |
| 6M | +2.2% | +5.5% | -3.3% | +3.5% |
| YTD | -20.3% | +44.9% | -65.2% | -11.6% |
| 1Y | -16.1% | +42.6% | -58.7% | -5.0% |
| All | -16.1% | +42.1% | -58.2% | -5.0% |
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