+1,332.5%
OXY vs CI
+7,591.2%
-6,258.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +1.6% | +1.3% | +0.3% | +1.2% |
| 30D | +11.6% | +4.4% | +7.1% | +10.0% |
| 3M | +2.8% | +0.7% | +2.2% | +2.3% |
| 6M | +13.0% | +0.3% | +12.7% | +12.1% |
| YTD | +47.4% | +3.8% | +43.6% | +44.3% |
| 1Y | +31.5% | -5.5% | +37.0% | +31.0% |
| 3Y | -1.9% | +8.1% | -10.1% | -9.0% |
| 5Y | +148.0% | +42.8% | +105.2% | +108.7% |
| 10Y | +2.3% | +143.9% | -141.6% | -24.6% |
| All | +1,332.5% | +7,591.2% | -6,258.8% | +303.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling