+4.2%
OXY vs CG
+282.0%
-277.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +4.2% | +0.2% | +4.0% | +3.9% |
| 30D | -4.3% | +11.2% | -15.5% | -8.9% |
| 3M | +2.3% | -22.1% | +24.4% | +11.5% |
| 6M | +5.5% | -17.9% | +23.5% | +11.2% |
| YTD | +44.9% | -31.3% | +76.2% | +60.6% |
| 1Y | +42.6% | -24.0% | +66.6% | +51.0% |
| 3Y | +0.7% | +45.0% | -44.2% | -25.1% |
| 5Y | +96.9% | -22.6% | +119.5% | +85.5% |
| 10Y | +18.8% | +282.1% | -263.3% | -40.1% |
| All | +4.2% | +282.0% | -277.8% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling