+3,596.5%
CLS vs OXY
+960.7%
+2,635.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.4% |
| 7D | +10.9% | +2.8% | +8.1% | +10.0% |
| 30D | +2.1% | +5.5% | -3.4% | +0.2% |
| 3M | -10.2% | +11.3% | -21.5% | -14.2% |
| 6M | +30.4% | +11.6% | +18.8% | +22.7% |
| YTD | +17.2% | +51.6% | -34.3% | -1.3% |
| 1Y | +41.0% | +36.2% | +4.8% | +22.4% |
| 3Y | +1,338.0% | +1.7% | +1,336.3% | +1,257.9% |
| 5Y | +3,860.6% | +164.5% | +3,696.1% | +2,429.4% |
| 10Y | +3,160.1% | +6.1% | +3,154.1% | +2,166.3% |
| All | +3,596.5% | +960.7% | +2,635.8% | +1,512.7% |
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