+1,284.2%
CLS vs OXY
-1.9%
+1,286.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +20.1% | +0.6% | +19.5% | +20.0% |
| 30D | +6.0% | +4.5% | +1.5% | +5.2% |
| 3M | -10.3% | +8.9% | -19.2% | -11.9% |
| 6M | +24.5% | +12.5% | +12.0% | +18.8% |
| YTD | +12.9% | +50.5% | -37.6% | -3.9% |
| 1Y | +36.7% | +38.6% | -1.9% | +19.8% |
| All | +1,284.2% | -1.9% | +1,286.1% | +1,163.4% |
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 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