+512.0%
OXY vs CARR
+421.5%
+90.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.1% |
| 7D | +2.8% | -3.8% | +6.6% | +3.9% |
| 30D | +5.5% | -8.9% | +14.4% | +8.2% |
| 3M | +11.3% | -17.3% | +28.6% | +16.7% |
| 6M | +11.6% | -1.4% | +13.0% | +8.6% |
| YTD | +51.6% | +10.0% | +41.6% | +41.6% |
| 1Y | +36.2% | -6.4% | +42.6% | +34.1% |
| 3Y | +1.7% | +1.5% | +0.2% | -5.5% |
| 5Y | +164.5% | +9.3% | +155.2% | +133.0% |
| All | +512.0% | +421.5% | +90.5% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling