-2.3%
OXY vs CL
+28.9%
-31.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -0.5% | -1.4% | +0.9% | -0.6% |
| 30D | +8.5% | -5.2% | +13.7% | +8.0% |
| 3M | +6.0% | +3.3% | +2.7% | +6.4% |
| 6M | +13.0% | -4.4% | +17.3% | +13.8% |
| YTD | +48.9% | +13.9% | +35.0% | +48.2% |
| 1Y | +36.4% | +7.6% | +28.8% | +35.7% |
| 3Y | -2.3% | +29.6% | -31.9% | -5.6% |
| All | -2.3% | +28.9% | -31.2% | -5.6% |
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