+1,362.5%
OXY vs CAH
+14,635.5%
-13,273.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.6% | -2.2% | +2.9% | +1.3% |
| 30D | +4.5% | +1.2% | +3.3% | +4.0% |
| 3M | +8.9% | +13.1% | -4.2% | +4.7% |
| 6M | +12.5% | +8.5% | +4.0% | +9.1% |
| YTD | +50.5% | +17.6% | +32.9% | +41.7% |
| 1Y | +38.6% | +60.7% | -22.0% | +18.1% |
| 3Y | -1.2% | +183.2% | -184.4% | -30.4% |
| 5Y | +161.6% | +402.2% | -240.6% | +53.8% |
| 10Y | +5.3% | +302.3% | -297.0% | -35.4% |
| All | +1,362.5% | +14,635.5% | -13,273.0% | +426.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling