+220,291.7%
CSCO vs OXY
+1,443.9%
+218,847.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -10.1% | +8.5% | -18.6% | -11.9% |
| 3M | -11.7% | +6.0% | -17.7% | -13.3% |
| 6M | +40.1% | +13.0% | +27.1% | +34.9% |
| YTD | +43.8% | +48.9% | -5.1% | +29.3% |
| 1Y | +66.6% | +36.4% | +30.2% | +52.4% |
| 3Y | +108.5% | -2.3% | +110.8% | +103.1% |
| 5Y | +114.0% | +160.6% | -46.7% | +55.4% |
| 10Y | +366.8% | +2.0% | +364.8% | +259.2% |
| All | +220,291.7% | +1,443.9% | +218,847.8% | +87,314.5% |
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 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