+43.1%
COF vs OXY
+160.1%
-117.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -5.1% | +2.8% | -8.0% | -5.7% |
| 30D | -6.0% | +5.5% | -11.5% | -7.2% |
| 3M | +14.8% | +11.3% | +3.5% | +11.4% |
| 6M | +15.3% | +11.6% | +3.7% | +10.4% |
| YTD | -13.0% | +51.6% | -64.6% | -24.6% |
| 1Y | -5.7% | +36.2% | -41.9% | -15.8% |
| 3Y | +118.1% | +1.7% | +116.4% | +107.3% |
| All | +43.1% | +160.1% | -117.0% | -1.3% |
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 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