+1,271.9%
OXY vs CI
+8,152.1%
-6,880.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.2% | -1.3% | +1.1% | +0.2% |
| 30D | -6.4% | +6.4% | -12.8% | -8.3% |
| 3M | -2.6% | +10.7% | -13.3% | -5.9% |
| 6M | +4.8% | +5.5% | -0.7% | +2.3% |
| YTD | +41.2% | +11.4% | +29.8% | +34.9% |
| 1Y | +39.5% | +15.0% | +24.5% | +31.9% |
| 3Y | -0.8% | +9.0% | -9.8% | -8.3% |
| 5Y | +91.6% | +52.0% | +39.6% | +57.7% |
| 10Y | +15.7% | +150.9% | -135.2% | -15.6% |
| All | +1,271.9% | +8,152.1% | -6,880.2% | +276.7% |
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