+161.6%
OXY vs CFG
+99.7%
+62.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | +4.5% | -4.5% | +9.1% | +5.9% |
| 3M | +8.9% | +6.3% | +2.6% | +6.1% |
| 6M | +12.5% | +20.6% | -8.1% | +4.1% |
| YTD | +50.5% | +21.2% | +29.2% | +38.4% |
| 1Y | +38.6% | +38.2% | +0.4% | +21.1% |
| 3Y | -1.2% | +185.9% | -187.2% | -35.5% |
| 5Y | +161.6% | +97.0% | +64.7% | +61.5% |
| All | +161.6% | +99.7% | +62.0% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling