+5.3%
OXY vs CL
+54.1%
-48.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +0.6% | -2.3% | +2.9% | +1.2% |
| 30D | +4.5% | -5.5% | +10.0% | +6.0% |
| 3M | +8.9% | +0.8% | +8.1% | +8.4% |
| 6M | +12.5% | -4.2% | +16.7% | +13.1% |
| YTD | +50.5% | +13.4% | +37.0% | +43.1% |
| 1Y | +38.6% | +7.1% | +31.5% | +34.0% |
| 3Y | -1.2% | +29.0% | -30.3% | -12.9% |
| 5Y | +161.6% | +28.3% | +133.3% | +126.2% |
| 10Y | +5.3% | +57.3% | -52.0% | -16.1% |
| All | +5.3% | +54.1% | -48.8% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling