-3.5%
OXY vs CL
+38.3%
-41.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.2% |
| 7D | -11.9% | +1.3% | -13.2% | -11.7% |
| 30D | -3.1% | +11.4% | -14.5% | -2.2% |
| 3M | +1.1% | +4.4% | -3.4% | +1.6% |
| 6M | +3.2% | +10.8% | -7.6% | +4.4% |
| YTD | +39.0% | +25.1% | +13.9% | +39.7% |
| 1Y | +42.7% | +28.0% | +14.7% | +43.4% |
| 3Y | -3.5% | +37.6% | -41.2% | -0.8% |
| All | -3.5% | +38.3% | -41.8% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling