+157.1%
OXY vs CF
+5,948.3%
-5,791.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | +0.6% |
| 7D | +1.6% | +6.0% | -4.4% | -1.2% |
| 30D | +11.6% | +14.8% | -3.3% | +4.4% |
| 3M | +2.8% | +14.1% | -11.2% | -3.6% |
| 6M | +13.0% | +28.5% | -15.5% | -0.9% |
| YTD | +47.4% | +74.9% | -27.6% | +12.1% |
| 1Y | +31.5% | +61.7% | -30.2% | +3.1% |
| 3Y | -1.9% | +80.3% | -82.3% | -29.0% |
| 5Y | +148.0% | +226.0% | -78.0% | +31.6% |
| 10Y | +2.3% | +569.9% | -567.6% | -58.4% |
| All | +157.1% | +5,948.3% | -5,791.2% | -46.6% |
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