+36.2%
OXY vs CAG
-18.8%
+55.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +2.8% | -5.7% | +8.5% | +3.1% |
| 30D | +5.5% | -2.4% | +7.9% | +5.6% |
| 3M | +11.3% | +9.8% | +1.5% | +10.0% |
| 6M | +11.6% | -10.8% | +22.4% | +14.1% |
| YTD | +51.6% | -10.8% | +62.4% | +53.5% |
| 1Y | +36.2% | -19.0% | +55.2% | +40.9% |
| All | +36.2% | -18.8% | +55.0% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling