+6.4%
OXY vs CG
+314.7%
-308.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.2% |
| 7D | +2.8% | -9.9% | +12.7% | +7.4% |
| 30D | +5.5% | -11.7% | +17.1% | +10.6% |
| 3M | +11.3% | -4.3% | +15.6% | +11.7% |
| 6M | +11.6% | -8.8% | +20.4% | +12.5% |
| YTD | +51.6% | -26.9% | +78.4% | +66.6% |
| 1Y | +36.2% | -35.4% | +71.6% | +57.8% |
| 3Y | +1.7% | +43.0% | -41.3% | -27.2% |
| 5Y | +164.5% | +1.9% | +162.6% | +110.5% |
| All | +6.4% | +314.7% | -308.3% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling