+38.8%
OXY vs CB
+30.5%
+8.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +1.9% |
| 7D | -5.8% | +0.7% | -6.5% | -5.9% |
| 30D | -5.3% | +8.2% | -13.5% | -6.3% |
| 3M | -2.5% | +6.3% | -8.8% | -3.5% |
| 6M | +8.3% | +16.2% | -7.9% | +7.1% |
| YTD | +40.3% | +19.3% | +21.0% | +37.4% |
| 1Y | +38.8% | +29.2% | +9.6% | +37.8% |
| All | +38.8% | +30.5% | +8.3% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling