+114.8%
CSCO vs OXY
+164.6%
-49.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.3% |
| 3M | -8.7% | +8.9% | -17.6% | -10.0% |
| 6M | +44.9% | +12.5% | +32.4% | +41.8% |
| YTD | +44.1% | +50.5% | -6.3% | +34.8% |
| 1Y | +65.9% | +38.6% | +27.3% | +56.8% |
| 3Y | +109.0% | -1.2% | +110.3% | +104.0% |
| 5Y | +114.8% | +161.6% | -46.9% | +85.6% |
| All | +114.8% | +164.6% | -49.8% | +85.6% |
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