+1.7%
OXY vs CLBK
+52.2%
-50.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.8% | -1.5% | +4.3% | +3.0% |
| 30D | +5.5% | -1.0% | +6.5% | +5.6% |
| 3M | +11.3% | +22.9% | -11.6% | +7.8% |
| 6M | +11.6% | +44.2% | -32.6% | +4.9% |
| YTD | +51.6% | +64.0% | -12.4% | +38.2% |
| 1Y | +36.2% | +65.7% | -29.5% | +23.6% |
| 3Y | +1.7% | +54.1% | -52.3% | -7.8% |
| All | +1.7% | +52.2% | -50.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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