+1.8%
OXY vs CDW
+903.1%
-901.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +1.6% | +3.2% | -1.6% | 0.0% |
| 30D | +11.6% | +9.3% | +2.3% | +6.2% |
| 3M | +2.8% | +9.8% | -7.0% | -3.6% |
| 6M | +13.0% | +23.3% | -10.3% | -2.5% |
| YTD | +47.4% | +13.7% | +33.7% | +31.7% |
| 1Y | +31.5% | -6.5% | +38.0% | +29.3% |
| 3Y | -1.9% | -25.2% | +23.3% | +4.4% |
| 5Y | +148.0% | -19.5% | +167.4% | +144.3% |
| 10Y | +2.3% | +285.8% | -283.6% | -41.0% |
| All | +1.8% | +903.1% | -901.3% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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