+72.2%
CSX vs OXY
-2.9%
+75.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -3.4% | +1.6% | -5.0% | -3.6% |
| 30D | -3.1% | +11.6% | -14.7% | -4.9% |
| 3M | +7.2% | +2.8% | +4.4% | +6.5% |
| 6M | +16.2% | +13.0% | +3.1% | +12.2% |
| YTD | +37.5% | +47.4% | -9.8% | +24.3% |
| 1Y | +53.2% | +31.5% | +21.8% | +41.9% |
| All | +72.2% | -2.9% | +75.1% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling