+45.9%
OXY vs CI
+21.2%
+24.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.4% | -8.5% | -5.2% |
| 7D | -8.8% | +3.5% | -12.3% | -8.8% |
| 30D | -1.7% | +12.6% | -14.3% | -2.0% |
| 3M | +4.5% | +12.1% | -7.5% | +4.3% |
| 6M | -4.0% | +10.6% | -14.6% | -3.9% |
| YTD | +41.4% | +12.8% | +28.5% | +42.8% |
| 1Y | +45.9% | +18.0% | +27.9% | +47.4% |
| All | +45.9% | +21.2% | +24.7% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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