+17.3%
OXY vs CHRW
+128.6%
-111.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +4.2% | +7.3% | -3.1% | +1.7% |
| 30D | -4.3% | -3.6% | -0.8% | -3.8% |
| 3M | +2.3% | -9.6% | +11.9% | +4.6% |
| 6M | +5.5% | -17.0% | +22.5% | +9.4% |
| YTD | +44.9% | -15.4% | +60.3% | +45.5% |
| 1Y | +42.6% | -10.0% | +52.6% | +39.3% |
| 3Y | +0.7% | +82.2% | -81.4% | -32.5% |
| 5Y | +96.9% | +59.4% | +37.5% | +36.4% |
| All | +17.3% | +128.6% | -111.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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