-14.2%
OXY vs CFG
+358.2%
-372.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.3% |
| 7D | -5.8% | +0.7% | -6.5% | -6.4% |
| 30D | -5.3% | +2.8% | -8.1% | -7.2% |
| 3M | -2.5% | -10.1% | +7.6% | +3.0% |
| 6M | +8.3% | +3.2% | +5.1% | +4.3% |
| YTD | +40.3% | +14.2% | +26.1% | +25.0% |
| 1Y | +38.8% | +27.4% | +11.4% | +15.5% |
| 3Y | -1.4% | +187.6% | -189.0% | -53.5% |
| 5Y | +92.2% | +65.7% | +26.5% | +19.7% |
| 10Y | +13.7% | +219.7% | -206.0% | -51.1% |
| All | -14.2% | +358.2% | -372.3% | -67.3% |
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