+162.0%
OXY vs CHRW
+94.0%
+68.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | +0.9% | +4.4% | -3.4% | -0.1% |
| 30D | +3.6% | +5.5% | -1.9% | +2.2% |
| 3M | +7.1% | -17.3% | +24.4% | +11.2% |
| 6M | +15.7% | -12.7% | +28.3% | +17.5% |
| YTD | +50.1% | -4.1% | +54.3% | +47.2% |
| 1Y | +34.1% | +21.2% | +12.8% | +21.1% |
| 3Y | -1.5% | +88.9% | -90.4% | -25.5% |
| 5Y | +162.0% | +93.1% | +68.9% | +80.4% |
| All | +162.0% | +94.0% | +68.0% | +80.4% |
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