+1,332.5%
OXY vs CL
+4,870.0%
-3,537.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.5% |
| 7D | +1.6% | -2.2% | +3.8% | +2.2% |
| 30D | +11.6% | -4.8% | +16.4% | +13.1% |
| 3M | +2.8% | +4.9% | -2.1% | +1.1% |
| 6M | +13.0% | -5.7% | +18.8% | +14.0% |
| YTD | +47.4% | +14.4% | +33.0% | +40.0% |
| 1Y | +31.5% | +8.7% | +22.7% | +26.6% |
| 3Y | -1.9% | +30.0% | -31.9% | -11.9% |
| 5Y | +148.0% | +28.4% | +119.6% | +121.0% |
| 10Y | +2.3% | +50.1% | -47.8% | -13.8% |
| All | +1,332.5% | +4,870.0% | -3,537.5% | +407.5% |
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