-1.4%
OXY vs CFG
+187.2%
-188.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.1% |
| 7D | -5.8% | +0.7% | -6.5% | -6.1% |
| 30D | -5.3% | +2.8% | -8.1% | -6.1% |
| 3M | -2.5% | -10.1% | +7.6% | -0.1% |
| 6M | +8.3% | +3.2% | +5.1% | +6.3% |
| YTD | +40.3% | +14.2% | +26.1% | +31.9% |
| 1Y | +38.8% | +27.4% | +11.4% | +25.2% |
| 3Y | -1.4% | +187.6% | -189.0% | -28.1% |
| All | -1.4% | +187.2% | -188.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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