-2.3%
OXY vs CFG
+193.0%
-195.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -0.5% | +2.7% | -3.2% | -1.1% |
| 30D | +8.5% | -3.7% | +12.2% | +9.4% |
| 3M | +6.0% | +9.5% | -3.5% | +2.9% |
| 6M | +13.0% | +22.2% | -9.3% | +5.4% |
| YTD | +48.9% | +22.3% | +26.6% | +38.0% |
| 1Y | +36.4% | +39.4% | -3.0% | +20.4% |
| 3Y | -2.3% | +188.5% | -190.8% | -30.0% |
| All | -2.3% | +193.0% | -195.3% | -30.0% |
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