+16.0%
OXY vs CBOE
+1,020.3%
-1,004.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +4.5% | +2.7% | +1.8% | +3.5% |
| 3M | +8.9% | +0.7% | +8.2% | +8.1% |
| 6M | +12.5% | -2.0% | +14.4% | +11.4% |
| YTD | +50.5% | +17.1% | +33.3% | +41.2% |
| 1Y | +38.6% | +26.5% | +12.1% | +26.9% |
| 3Y | -1.2% | +96.1% | -97.4% | -23.7% |
| 5Y | +161.6% | +149.3% | +12.3% | +83.5% |
| 10Y | +5.3% | +386.5% | -381.2% | -40.9% |
| All | +16.0% | +1,020.3% | -1,004.4% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 all: compounded portfolio wealth divided by compounded CBOE 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…
all analysis · Full analysis span regression · 6 months rolling