+593.1%
CEG vs OXY
+72.2%
+520.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +12.1% | +4.2% | +7.9% | +11.1% |
| 30D | +0.2% | -4.3% | +4.6% | +1.2% |
| 3M | +0.7% | +2.3% | -1.6% | -0.2% |
| 6M | +2.2% | +5.5% | -3.3% | 0.0% |
| YTD | -20.3% | +44.9% | -65.2% | -29.7% |
| 1Y | -16.1% | +42.6% | -58.7% | -25.9% |
| 3Y | +134.7% | +0.7% | +133.9% | +124.7% |
| All | +593.1% | +72.2% | +520.9% | +499.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling