+1,173.2%
OXY vs CCI
+905.5%
+267.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.6% |
| 7D | +1.6% | -0.4% | +2.0% | +1.6% |
| 30D | +11.6% | +2.7% | +8.9% | +11.0% |
| 3M | +2.8% | -18.2% | +21.0% | +6.1% |
| 6M | +13.0% | -14.8% | +27.8% | +15.5% |
| YTD | +47.4% | -12.6% | +60.0% | +49.8% |
| 1Y | +31.5% | -16.7% | +48.2% | +34.5% |
| 3Y | -1.9% | -10.5% | +8.6% | -1.9% |
| 5Y | +148.0% | -51.4% | +199.4% | +172.1% |
| 10Y | +2.3% | +20.0% | -17.8% | -2.0% |
| All | +1,173.2% | +905.5% | +267.7% | +786.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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