+34.7%
OXY vs CHRW
+23.5%
+11.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +1.4% | +4.4% | -3.0% | +1.3% |
| 30D | +4.0% | +5.5% | -1.5% | +4.0% |
| 3M | +7.6% | -17.3% | +24.9% | +8.3% |
| 6M | +16.2% | -12.7% | +28.9% | +17.1% |
| YTD | +50.8% | -4.1% | +54.9% | +52.5% |
| 1Y | +34.7% | +21.2% | +13.5% | +38.2% |
| All | +34.7% | +23.5% | +11.2% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling