-46.7%
CMCSA vs OXY
+157.9%
-204.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | -5.6% | +1.4% | -6.9% | -5.7% |
| 30D | -1.9% | +4.0% | -5.9% | -2.3% |
| 3M | +6.4% | +7.6% | -1.2% | +5.4% |
| 6M | -16.9% | +16.2% | -33.1% | -18.7% |
| YTD | -6.8% | +50.8% | -57.6% | -11.9% |
| 1Y | -15.9% | +34.7% | -50.6% | -19.5% |
| 3Y | -33.4% | -1.0% | -32.4% | -35.0% |
| 5Y | -46.7% | +163.2% | -209.9% | -53.7% |
| All | -46.7% | +157.9% | -204.6% | -53.7% |
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 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