+5.7%
OXY vs CB
+224.2%
-218.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +0.6% | -0.5% | +1.2% | +0.9% |
| 30D | +4.5% | -3.1% | +7.6% | +6.6% |
| 3M | +8.9% | +4.2% | +4.7% | +5.0% |
| 6M | +12.5% | +4.7% | +7.8% | +7.6% |
| YTD | +50.5% | +8.8% | +41.6% | +39.5% |
| 1Y | +38.6% | +22.6% | +16.0% | +17.4% |
| 3Y | -1.2% | +70.6% | -71.9% | -37.6% |
| 5Y | +161.6% | +99.4% | +62.2% | +40.4% |
| All | +5.7% | +224.2% | -218.5% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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