+5,760.6%
CRM vs OXY
+363.2%
+5,397.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.8% |
| 7D | -4.4% | +2.8% | -7.3% | -5.2% |
| 30D | +28.1% | +5.5% | +22.7% | +26.2% |
| 3M | +48.8% | +11.3% | +37.5% | +43.8% |
| 6M | +28.3% | +11.6% | +16.7% | +23.2% |
| YTD | -6.0% | +51.6% | -57.6% | -17.8% |
| 1Y | +1.4% | +36.2% | -34.8% | -8.9% |
| 3Y | +11.8% | +1.7% | +10.1% | +6.7% |
| 5Y | -2.0% | +164.5% | -166.5% | -33.8% |
| 10Y | +239.6% | +6.1% | +233.6% | +151.4% |
| All | +5,760.6% | +363.2% | +5,397.4% | +2,140.7% |
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 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