+4,766.3%
COP vs OXY
+1,338.2%
+3,428.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +4.4% | +4.2% | +0.2% | +1.9% |
| 30D | 0.0% | -4.3% | +4.3% | +2.7% |
| 3M | +15.0% | +2.3% | +12.7% | +13.7% |
| 6M | +22.0% | +5.5% | +16.5% | +18.4% |
| YTD | +55.3% | +44.9% | +10.5% | +24.7% |
| 1Y | +64.1% | +42.6% | +21.5% | +33.1% |
| 3Y | +34.1% | +0.7% | +33.3% | +32.5% |
| 5Y | +133.4% | +96.9% | +36.5% | +52.2% |
| 10Y | +338.6% | +18.8% | +319.8% | +194.9% |
| All | +4,766.3% | +1,338.2% | +3,428.1% | +938.6% |
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