+6.4%
OXY vs CAG
-36.2%
+42.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.8% | -5.7% | +8.5% | +3.9% |
| 30D | +5.5% | -2.4% | +7.9% | +5.8% |
| 3M | +11.3% | +9.8% | +1.5% | +9.0% |
| 6M | +11.6% | -10.8% | +22.4% | +13.4% |
| YTD | +51.6% | -10.8% | +62.4% | +53.7% |
| 1Y | +36.2% | -19.0% | +55.2% | +40.6% |
| 3Y | +1.7% | -39.7% | +41.4% | +10.1% |
| 5Y | +164.5% | -43.0% | +207.5% | +187.4% |
| All | +6.4% | -36.2% | +42.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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