+3,682.3%
CLS vs OXY
+164.6%
+3,517.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +20.1% | +0.6% | +19.5% | +19.9% |
| 30D | +6.0% | +4.5% | +1.5% | +4.9% |
| 3M | -10.3% | +8.9% | -19.2% | -12.6% |
| 6M | +24.5% | +12.5% | +12.0% | +18.8% |
| YTD | +12.9% | +50.5% | -37.6% | -1.6% |
| 1Y | +36.7% | +38.6% | -1.9% | +21.7% |
| 3Y | +1,328.1% | -1.2% | +1,329.3% | +1,263.5% |
| 5Y | +3,682.3% | +161.6% | +3,520.7% | +2,284.8% |
| All | +3,682.3% | +164.6% | +3,517.7% | +2,284.8% |
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