+34.2%
CVS vs OXY
+157.9%
-123.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.0% | +1.4% | -3.3% | -2.1% |
| 30D | +1.9% | +4.0% | -2.1% | +1.5% |
| 3M | -2.2% | +7.6% | -9.8% | -3.0% |
| 6M | +26.7% | +16.2% | +10.5% | +24.2% |
| YTD | +22.9% | +50.8% | -27.9% | +16.8% |
| 1Y | +32.9% | +34.7% | -1.8% | +27.8% |
| 3Y | +62.3% | -1.0% | +63.3% | +60.4% |
| 5Y | +34.2% | +163.2% | -128.9% | +20.6% |
| All | +34.2% | +157.9% | -123.7% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling