+1,308.1%
OXY vs CAG
+578.5%
+729.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +4.2% | -3.3% | +7.6% | +5.0% |
| 30D | -4.3% | +7.7% | -12.0% | -6.4% |
| 3M | +2.3% | -3.2% | +5.5% | +2.6% |
| 6M | +5.5% | +7.0% | -1.4% | +2.7% |
| YTD | +44.9% | -9.0% | +53.9% | +46.0% |
| 1Y | +42.6% | -9.6% | +52.2% | +43.9% |
| 3Y | +0.7% | -36.0% | +36.7% | +9.4% |
| 5Y | +96.9% | -40.9% | +137.7% | +115.9% |
| 10Y | +18.8% | -37.3% | +56.1% | +23.1% |
| All | +1,308.1% | +578.5% | +729.6% | +665.1% |
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