+97.5%
OXY vs CHRW
+58.8%
+38.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +4.2% | +7.3% | -3.1% | +2.7% |
| 30D | -4.3% | -3.6% | -0.8% | -3.9% |
| 3M | +2.3% | -9.6% | +11.9% | +3.9% |
| 6M | +5.5% | -17.0% | +22.5% | +8.1% |
| YTD | +44.9% | -15.4% | +60.3% | +45.3% |
| 1Y | +42.6% | -10.0% | +52.6% | +40.2% |
| 3Y | +0.7% | +82.2% | -81.4% | -24.4% |
| All | +97.5% | +58.8% | +38.7% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling