+2,953.7%
CLS vs OXY
+7.0%
+2,946.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +5.0% | +1.4% | +3.6% | +4.6% |
| 30D | +4.8% | +4.0% | +0.8% | +3.5% |
| 3M | -10.4% | +7.6% | -18.0% | -12.9% |
| 6M | +20.8% | +16.2% | +4.6% | +13.5% |
| YTD | +10.0% | +50.8% | -40.8% | -4.7% |
| 1Y | +28.5% | +34.7% | -6.2% | +14.6% |
| 3Y | +1,292.2% | -1.0% | +1,293.2% | +1,236.8% |
| 5Y | +3,616.8% | +163.2% | +3,453.6% | +2,473.5% |
| All | +2,953.7% | +7.0% | +2,946.8% | +1,911.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling