+1,263.8%
OXY vs CL
+5,423.1%
-4,159.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | -5.8% | +2.6% | -8.4% | -6.6% |
| 30D | -5.3% | +11.8% | -17.1% | -8.5% |
| 3M | -2.5% | +5.9% | -8.4% | -4.5% |
| 6M | +8.3% | +13.3% | -5.0% | +3.7% |
| YTD | +40.3% | +27.1% | +13.2% | +29.0% |
| 1Y | +38.8% | +28.0% | +10.8% | +27.3% |
| 3Y | -1.4% | +39.4% | -40.8% | -13.3% |
| 5Y | +92.2% | +40.8% | +51.5% | +66.5% |
| 10Y | +13.7% | +84.9% | -71.2% | -10.0% |
| All | +1,263.8% | +5,423.1% | -4,159.3% | +367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling