-9.8%
OXY vs CFG
+396.4%
-406.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +1.6% | +1.5% | +0.1% | +0.6% |
| 30D | +11.6% | -3.8% | +15.4% | +13.8% |
| 3M | +2.8% | +11.5% | -8.7% | -4.6% |
| 6M | +13.0% | +19.2% | -6.1% | -0.5% |
| YTD | +47.4% | +23.7% | +23.7% | +25.8% |
| 1Y | +31.5% | +38.8% | -7.4% | +4.1% |
| 3Y | -1.9% | +178.9% | -180.8% | -52.9% |
| 5Y | +148.0% | +101.8% | +46.2% | +36.4% |
| 10Y | +2.3% | +317.3% | -315.0% | -60.6% |
| All | -9.8% | +396.4% | -406.2% | -67.1% |
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 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