+895.4%
OXY vs CHRW
+4,173.0%
-3,277.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +1.6% | -1.4% | +3.0% | +2.0% |
| 30D | +11.6% | -3.5% | +15.0% | +12.5% |
| 3M | +2.8% | -19.4% | +22.2% | +8.7% |
| 6M | +13.0% | -21.4% | +34.4% | +19.3% |
| YTD | +47.4% | -7.1% | +54.5% | +46.1% |
| 1Y | +31.5% | +17.8% | +13.7% | +19.2% |
| 3Y | -1.9% | +78.8% | -80.7% | -24.9% |
| 5Y | +148.0% | +83.5% | +64.4% | +85.9% |
| 10Y | +2.3% | +160.2% | -158.0% | -31.6% |
| All | +895.4% | +4,173.0% | -3,277.6% | +295.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling