+5.3%
OXY vs CF
+599.7%
-594.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | -0.6% |
| 7D | +0.6% | -0.8% | +1.5% | +1.1% |
| 30D | +4.5% | +14.3% | -9.8% | -3.9% |
| 3M | +8.9% | +27.9% | -19.0% | -6.5% |
| 6M | +12.5% | +25.5% | -13.1% | -4.0% |
| YTD | +50.5% | +81.2% | -30.7% | +2.4% |
| 1Y | +38.6% | +66.5% | -27.9% | -1.6% |
| 3Y | -1.2% | +76.7% | -77.9% | -35.6% |
| 5Y | +161.6% | +237.8% | -76.2% | 0.0% |
| 10Y | +5.3% | +619.9% | -614.6% | -66.2% |
| All | +5.3% | +599.7% | -594.4% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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