+147.9%
OXY vs CAH
+393.5%
-245.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +2.8% | -5.1% | +7.9% | +3.9% |
| 30D | +5.5% | +0.2% | +5.3% | +5.3% |
| 3M | +11.3% | +6.3% | +5.0% | +9.6% |
| 6M | +11.6% | +9.4% | +2.2% | +8.9% |
| YTD | +51.6% | +15.0% | +36.6% | +45.4% |
| 1Y | +36.2% | +55.4% | -19.2% | +18.9% |
| 3Y | +1.7% | +173.8% | -172.1% | -30.8% |
| All | +147.9% | +393.5% | -245.6% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 5y: compounded portfolio wealth divided by compounded CAH 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…
5y analysis · Full analysis span regression · 6 months rolling