+163.2%
OXY vs CLBK
+41.8%
+121.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +1.4% | -1.4% | +2.7% | +1.6% |
| 30D | +4.0% | +4.5% | -0.5% | +3.3% |
| 3M | +7.6% | +22.8% | -15.2% | +4.2% |
| 6M | +16.2% | +43.4% | -27.2% | +9.3% |
| YTD | +50.8% | +64.1% | -13.3% | +38.1% |
| 1Y | +34.7% | +67.6% | -32.9% | +22.6% |
| 3Y | -1.0% | +53.3% | -54.3% | -9.9% |
| 5Y | +163.2% | +44.8% | +118.4% | +101.1% |
| All | +163.2% | +41.8% | +121.3% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling