+1,980.9%
CLS vs OXY
+99.7%
+1,881.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | +16.3% | +4.2% | +12.1% | +15.3% |
| 30D | -25.7% | -4.3% | -21.3% | -25.0% |
| 3M | -30.9% | +2.3% | -33.2% | -31.4% |
| 6M | -35.5% | +5.5% | -41.0% | -36.7% |
| YTD | -18.7% | +44.9% | -63.6% | -28.3% |
| 1Y | -17.9% | +42.6% | -60.5% | -27.3% |
| 3Y | +838.1% | +0.7% | +837.3% | +789.4% |
| All | +1,980.9% | +99.7% | +1,881.1% | +1,525.4% |
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