+1,347.0%
OXY vs CAG
+594.9%
+752.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | -0.5% | -5.3% | +4.8% | +0.8% |
| 30D | +8.5% | +1.0% | +7.5% | +8.1% |
| 3M | +6.0% | +17.4% | -11.4% | +1.4% |
| 6M | +13.0% | -16.8% | +29.8% | +17.1% |
| YTD | +48.9% | -6.8% | +55.7% | +49.8% |
| 1Y | +36.4% | -15.4% | +51.8% | +40.5% |
| 3Y | -2.3% | -37.1% | +34.8% | +7.1% |
| 5Y | +160.6% | -41.3% | +201.9% | +187.7% |
| 10Y | +2.0% | -35.5% | +37.4% | +5.2% |
| All | +1,347.0% | +594.9% | +752.2% | +685.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling