-3.5%
OXY vs CF
+57.7%
-61.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -11.9% | -3.2% | -8.7% | -10.7% |
| 30D | -3.1% | +4.3% | -7.5% | -5.1% |
| 3M | +1.1% | +2.8% | -1.7% | -0.7% |
| 6M | +3.2% | +0.6% | +2.6% | +2.2% |
| YTD | +39.0% | +56.6% | -17.6% | +14.7% |
| 1Y | +42.7% | +49.6% | -6.9% | +19.7% |
| 3Y | -3.5% | +61.5% | -65.0% | -24.2% |
| All | -3.5% | +57.7% | -61.3% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling