+193,725.9%
CSCO vs OXY
+1,402.4%
+192,323.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.4% |
| 7D | +1.9% | +4.2% | -2.3% | +0.9% |
| 30D | -15.8% | -4.3% | -11.5% | -15.1% |
| 3M | -15.4% | +2.3% | -17.7% | -16.1% |
| 6M | -5.4% | +5.5% | -10.9% | -7.2% |
| YTD | +26.5% | +44.9% | -18.4% | +14.1% |
| 1Y | +25.9% | +42.6% | -16.7% | +13.9% |
| 3Y | +97.5% | +0.7% | +96.8% | +90.9% |
| 5Y | +93.0% | +96.9% | -3.8% | +51.0% |
| 10Y | +308.6% | +18.8% | +289.8% | +199.3% |
| All | +193,725.9% | +1,402.4% | +192,323.5% | +77,079.7% |
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