+17.3%
OXY vs CL
+88.0%
-70.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.2% |
| 7D | +4.2% | +3.2% | +1.0% | +3.4% |
| 30D | -4.3% | +8.0% | -12.4% | -6.3% |
| 3M | +2.3% | +7.9% | -5.6% | +0.1% |
| 6M | +5.5% | +14.7% | -9.2% | +1.3% |
| YTD | +44.9% | +29.2% | +15.7% | +33.1% |
| 1Y | +42.6% | +29.5% | +13.1% | +30.8% |
| 3Y | +0.7% | +40.7% | -39.9% | -12.6% |
| 5Y | +96.9% | +43.9% | +53.0% | +65.8% |
| All | +17.3% | +88.0% | -70.7% | -9.3% |
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