+3,994.3%
CMG vs OXY
+142.1%
+3,852.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | -6.5% | +0.6% | -7.1% | -6.6% |
| 30D | +12.1% | +4.5% | +7.6% | +11.1% |
| 3M | +20.6% | +8.9% | +11.7% | +18.2% |
| 6M | +2.1% | +12.5% | -10.4% | -1.3% |
| YTD | -2.6% | +50.5% | -53.1% | -11.5% |
| 1Y | -8.7% | +38.6% | -47.3% | -15.9% |
| 3Y | -7.4% | -1.2% | -6.1% | -10.2% |
| 5Y | -5.7% | +161.6% | -167.3% | -28.4% |
| 10Y | +322.3% | +5.3% | +317.1% | +239.2% |
| All | +3,994.3% | +142.1% | +3,852.2% | +1,857.1% |
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