+2,463.6%
CLS vs OXY
+914.0%
+1,549.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.6% |
| 7D | +16.3% | +4.2% | +12.1% | +14.7% |
| 30D | -25.7% | -4.3% | -21.3% | -24.6% |
| 3M | -30.9% | +2.3% | -33.2% | -31.7% |
| 6M | -35.5% | +5.5% | -41.0% | -37.6% |
| YTD | -18.7% | +44.9% | -63.6% | -30.8% |
| 1Y | -17.9% | +42.6% | -60.5% | -29.9% |
| 3Y | +838.1% | +0.7% | +837.3% | +787.7% |
| 5Y | +1,971.9% | +96.9% | +1,875.0% | +1,366.2% |
| 10Y | +1,907.9% | +18.8% | +1,889.1% | +1,228.8% |
| All | +2,463.6% | +914.0% | +1,549.7% | +1,031.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling