+17.3%
OXY vs CB
+250.2%
-232.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.1% |
| 7D | +4.2% | +2.9% | +1.3% | +2.2% |
| 30D | -4.3% | +7.3% | -11.6% | -9.1% |
| 3M | +2.3% | +9.4% | -7.1% | -4.2% |
| 6M | +5.5% | +19.6% | -14.1% | -7.9% |
| YTD | +44.9% | +21.5% | +23.4% | +24.1% |
| 1Y | +42.6% | +28.0% | +14.6% | +17.5% |
| 3Y | +0.7% | +74.9% | -74.1% | -36.8% |
| 5Y | +96.9% | +108.1% | -11.3% | +3.6% |
| All | +17.3% | +250.2% | -232.9% | -51.8% |
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