-11.9%
OXY vs CFG
+358.5%
-370.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.5% |
| 7D | +3.6% | +1.6% | +2.0% | +2.6% |
| 30D | -5.3% | +3.3% | -8.6% | -7.4% |
| 3M | +0.2% | -11.5% | +11.7% | +6.9% |
| 6M | +4.7% | +6.2% | -1.5% | -0.8% |
| YTD | +44.0% | +14.3% | +29.8% | +28.2% |
| 1Y | +42.1% | +26.7% | +15.3% | +18.5% |
| 3Y | +1.2% | +187.8% | -186.6% | -52.3% |
| 5Y | +95.7% | +61.3% | +34.4% | +24.3% |
| 10Y | +18.1% | +217.2% | -199.1% | -49.1% |
| All | -11.9% | +358.5% | -370.4% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling