-29.6%
CLS vs OXY
+45.4%
-75.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -5.1% | -3.9% | -10.4% |
| 7D | -21.1% | -8.8% | -12.3% | -23.2% |
| 30D | -38.2% | -1.7% | -36.5% | -38.3% |
| 3M | -36.3% | +4.5% | -40.8% | -34.9% |
| 6M | -43.8% | -4.0% | -39.8% | -43.9% |
| YTD | -20.0% | +41.4% | -61.4% | -17.5% |
| 1Y | -29.6% | +45.9% | -75.5% | -26.7% |
| All | -29.6% | +45.4% | -75.0% | -26.7% |
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