+4,803.1%
CVX vs OXY
+1,393.8%
+3,409.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +1.0% | +0.6% | +0.3% | +0.7% |
| 30D | +10.7% | +4.5% | +6.1% | +8.4% |
| 3M | +15.5% | +8.9% | +6.6% | +10.9% |
| 6M | +14.9% | +12.5% | +2.4% | +8.3% |
| YTD | +44.2% | +50.5% | -6.3% | +17.9% |
| 1Y | +43.5% | +38.6% | +4.9% | +21.4% |
| 3Y | +45.0% | -1.2% | +46.2% | +42.0% |
| 5Y | +172.2% | +161.6% | +10.5% | +60.0% |
| 10Y | +221.9% | +5.3% | +216.6% | +120.4% |
| All | +4,803.1% | +1,393.8% | +3,409.3% | +991.3% |
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 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