+626.9%
CEG vs OXY
+78.8%
+548.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | +1.3% | +0.6% | +0.7% | +1.2% |
| 30D | +8.8% | +4.5% | +4.3% | +7.7% |
| 3M | +17.0% | +8.9% | +8.1% | +14.3% |
| 6M | -8.7% | +12.5% | -21.2% | -12.6% |
| YTD | -16.4% | +50.5% | -66.9% | -26.7% |
| 1Y | -1.8% | +38.6% | -40.4% | -12.2% |
| 3Y | +175.8% | -1.2% | +177.0% | +166.2% |
| All | +626.9% | +78.8% | +548.1% | +525.1% |
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 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