+163.2%
OXY vs CHD
+19.7%
+143.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | +1.4% | -4.7% | +6.1% | +1.1% |
| 30D | +4.0% | -8.3% | +12.4% | +3.6% |
| 3M | +7.6% | -4.0% | +11.6% | +7.4% |
| 6M | +16.2% | -6.5% | +22.7% | +16.2% |
| YTD | +50.8% | +13.1% | +37.7% | +51.4% |
| 1Y | +34.7% | +2.3% | +32.4% | +34.6% |
| 3Y | -1.0% | +1.8% | -2.8% | -0.5% |
| 5Y | +163.2% | +20.6% | +142.6% | +194.1% |
| All | +163.2% | +19.7% | +143.5% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 5y: compounded portfolio wealth divided by compounded CHD 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…
5y analysis · Full analysis span regression · 6 months rolling