+31.5%
OXY vs CL
+8.2%
+23.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -1.2% |
| 7D | +1.6% | -2.2% | +3.8% | +1.2% |
| 30D | +11.6% | -4.8% | +16.4% | +10.7% |
| 3M | +2.8% | +4.9% | -2.1% | +4.1% |
| 6M | +13.0% | -5.7% | +18.8% | +16.3% |
| YTD | +47.4% | +14.4% | +33.0% | +42.3% |
| 1Y | +31.5% | +8.7% | +22.7% | +27.2% |
| All | +31.5% | +8.2% | +23.3% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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