+1.7%
OXY vs CAPR
+32.6%
-30.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.5% |
| 7D | +2.8% | -11.0% | +13.8% | +2.9% |
| 30D | +5.5% | +99.8% | -94.3% | +4.6% |
| 3M | +11.3% | -66.6% | +77.9% | +11.7% |
| 6M | +11.6% | -75.1% | +86.7% | +12.2% |
| YTD | +51.6% | -71.0% | +122.6% | +52.1% |
| 1Y | +36.2% | +30.0% | +6.2% | +32.9% |
| 3Y | +1.7% | +29.0% | -27.3% | -5.3% |
| All | +1.7% | +32.6% | -30.9% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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