+1,347.0%
OXY vs CHD
+10,010.3%
-8,663.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +1.4% |
| 7D | -0.5% | -2.9% | +2.4% | 0.0% |
| 30D | +8.5% | -6.2% | +14.7% | +9.6% |
| 3M | +6.0% | +1.6% | +4.4% | +5.5% |
| 6M | +13.0% | -3.5% | +16.5% | +13.2% |
| YTD | +48.9% | +16.2% | +32.7% | +44.1% |
| 1Y | +36.4% | +3.4% | +33.0% | +34.7% |
| 3Y | -2.3% | +4.6% | -6.9% | -4.6% |
| 5Y | +160.6% | +21.1% | +139.5% | +144.3% |
| 10Y | +2.0% | +126.5% | -124.6% | -17.7% |
| All | +1,347.0% | +10,010.3% | -8,663.3% | +572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling