+7.1%
OXY vs CG
+341.4%
-334.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.9% |
| 7D | -0.5% | -1.3% | +0.8% | 0.0% |
| 30D | +8.5% | -3.2% | +11.6% | +9.4% |
| 3M | +6.0% | +6.2% | -0.2% | +2.1% |
| 6M | +13.0% | -4.7% | +17.6% | +12.1% |
| YTD | +48.9% | -20.6% | +69.5% | +57.4% |
| 1Y | +36.4% | -26.4% | +62.8% | +47.9% |
| 3Y | -2.3% | +55.4% | -57.7% | -28.5% |
| 5Y | +160.6% | +9.8% | +150.8% | +109.9% |
| 10Y | +2.0% | +341.4% | -339.4% | -51.0% |
| All | +7.1% | +341.4% | -334.3% | -51.8% |
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