+142.6%
OXY vs CF
+5,315.1%
-5,172.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 3M | +1.1% | +2.8% | -1.7% | -0.8% |
| 6M | +3.2% | +0.6% | +2.6% | +2.1% |
| YTD | +39.0% | +56.6% | -17.6% | +11.0% |
| 1Y | +42.7% | +49.6% | -6.9% | +16.2% |
| 3Y | -3.5% | +61.5% | -65.0% | -26.5% |
| 5Y | +81.3% | +124.0% | -42.6% | +14.1% |
| 10Y | +11.2% | +573.2% | -562.0% | -54.3% |
| All | +142.6% | +5,315.1% | -5,172.6% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling