+13.7%
OXY vs CL
+78.1%
-64.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | -5.8% | +2.6% | -8.4% | -6.5% |
| 30D | -5.3% | +11.8% | -17.1% | -8.1% |
| 3M | -2.5% | +5.9% | -8.4% | -4.2% |
| 6M | +8.3% | +13.3% | -5.0% | +4.3% |
| YTD | +40.3% | +27.1% | +13.2% | +29.4% |
| 1Y | +38.8% | +28.0% | +10.8% | +27.7% |
| 3Y | -1.4% | +39.4% | -40.8% | -14.4% |
| 5Y | +92.2% | +40.8% | +51.5% | +63.0% |
| 10Y | +13.7% | +84.9% | -71.2% | -12.2% |
| All | +13.7% | +78.1% | -64.4% | -12.2% |
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 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