+177.2%
CEG vs OXY
-2.9%
+180.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +11.0% | +8.5% | +2.5% | +9.3% |
| 3M | +19.5% | +6.0% | +13.5% | +18.0% |
| 6M | -5.9% | +13.0% | -18.8% | -9.6% |
| YTD | -15.0% | +48.9% | -63.9% | -25.4% |
| 1Y | +0.6% | +36.4% | -35.8% | -9.5% |
| All | +177.2% | -2.9% | +180.1% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling