+1.0%
OXY vs CHRW
+85.4%
-84.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +0.6% | +4.1% | -3.4% | +0.1% |
| 30D | +4.5% | +1.9% | +2.6% | +4.2% |
| 3M | +8.9% | -21.2% | +30.1% | +12.0% |
| 6M | +12.5% | -16.7% | +29.1% | +14.5% |
| YTD | +50.5% | -5.4% | +55.8% | +49.1% |
| 1Y | +38.6% | +21.2% | +17.4% | +29.9% |
| All | +1.0% | +85.4% | -84.4% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling