+412.6%
CSX vs OXY
+9.7%
+402.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.0% |
| 7D | -2.2% | -8.2% | +6.0% | -0.6% |
| 30D | +6.8% | -7.2% | +14.1% | +8.2% |
| 3M | +0.7% | +0.2% | +0.5% | +0.3% |
| 6M | +13.3% | +6.1% | +7.1% | +11.2% |
| YTD | +40.5% | +37.5% | +3.0% | +29.8% |
| 1Y | +44.7% | +37.7% | +7.0% | +33.5% |
| 3Y | +74.5% | -2.8% | +77.3% | +70.4% |
| 5Y | +52.0% | +77.6% | -25.7% | +26.9% |
| 10Y | +412.6% | +9.5% | +403.2% | +322.4% |
| All | +412.6% | +9.7% | +402.9% | +322.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling