+108.4%
CSCO vs OXY
-1.9%
+110.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.1% |
| 7D | 0.0% | +0.6% | -0.7% | -0.1% |
| 30D | -10.7% | +4.5% | -15.2% | -11.4% |
| 3M | -8.7% | +8.9% | -17.6% | -10.1% |
| 6M | +44.9% | +12.5% | +32.4% | +41.0% |
| YTD | +44.1% | +50.5% | -6.3% | +31.8% |
| 1Y | +65.9% | +38.6% | +27.3% | +54.1% |
| All | +108.4% | -1.9% | +110.3% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling