+35.4%
CVS vs OXY
+32.4%
+3.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.5% |
| 7D | +4.0% | +1.6% | +2.4% | +4.0% |
| 30D | -2.4% | +11.6% | -14.0% | -2.1% |
| 3M | +2.7% | +2.8% | -0.2% | +2.4% |
| 6M | +21.9% | +13.0% | +8.8% | +21.5% |
| YTD | +24.7% | +47.4% | -22.6% | +25.1% |
| 1Y | +35.4% | +31.5% | +4.0% | +36.6% |
| All | +35.4% | +32.4% | +3.1% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling