+39.0%
OXY vs CAI
-9.9%
+48.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.6% |
| 7D | +2.8% | -2.9% | +5.7% | +2.7% |
| 30D | +5.5% | +9.3% | -3.9% | +5.9% |
| 3M | +11.3% | +35.2% | -23.9% | +13.1% |
| 6M | +11.6% | +30.7% | -19.1% | +14.0% |
| YTD | +51.6% | -9.8% | +61.3% | +53.8% |
| 1Y | +36.2% | -28.9% | +65.1% | +37.6% |
| All | +39.0% | -9.9% | +48.8% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling