+45.9%
CSCO vs OXY
+45.4%
+0.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.8% | +0.9% |
| 7D | -6.1% | -8.8% | +2.7% | -5.6% |
| 30D | -8.2% | -1.7% | -6.5% | -8.1% |
| 3M | -14.6% | +4.5% | -19.1% | -14.7% |
| 6M | +12.7% | -4.0% | +16.7% | +13.3% |
| YTD | +37.0% | +41.4% | -4.4% | +35.7% |
| 1Y | +45.9% | +45.9% | 0.0% | +45.5% |
| All | +45.9% | +45.4% | +0.5% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling