+91.5%
CSCO vs OXY
+99.7%
-8.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.3% |
| 7D | +1.9% | +4.2% | -2.3% | +1.3% |
| 30D | -15.8% | -4.3% | -11.5% | -15.4% |
| 3M | -15.4% | +2.3% | -17.7% | -15.8% |
| 6M | -5.4% | +5.5% | -10.9% | -6.4% |
| YTD | +26.5% | +44.9% | -18.4% | +18.4% |
| 1Y | +25.9% | +42.6% | -16.7% | +18.1% |
| 3Y | +97.5% | +0.7% | +96.8% | +92.2% |
| All | +91.5% | +99.7% | -8.2% | +75.9% |
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