-0.8%
CRM vs OXY
+160.1%
-160.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.9% |
| 7D | -4.4% | +2.8% | -7.3% | -4.9% |
| 30D | +28.1% | +5.5% | +22.7% | +27.0% |
| 3M | +48.8% | +11.3% | +37.5% | +45.9% |
| 6M | +28.3% | +11.6% | +16.7% | +25.4% |
| YTD | -6.0% | +51.6% | -57.6% | -13.2% |
| 1Y | +1.4% | +36.2% | -34.8% | -4.7% |
| 3Y | +11.8% | +1.7% | +10.1% | +9.0% |
| All | -0.8% | +160.1% | -160.9% | -15.9% |
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