+160.6%
OXY vs CI
+40.1%
+120.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | -0.5% | -2.0% | +1.5% | -0.1% |
| 30D | +8.5% | -1.8% | +10.3% | +8.8% |
| 3M | +6.0% | -4.2% | +10.2% | +6.7% |
| 6M | +13.0% | +2.7% | +10.3% | +11.9% |
| YTD | +48.9% | +1.9% | +47.0% | +47.4% |
| 1Y | +36.4% | -6.3% | +42.7% | +36.7% |
| 3Y | -2.3% | +3.9% | -6.2% | -8.2% |
| 5Y | +160.6% | +41.9% | +118.8% | +98.3% |
| All | +160.6% | +40.1% | +120.5% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling