-4.3%
OXY vs CLBK
+66.9%
-71.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | -0.5% | +1.1% | -1.6% | -1.0% |
| 30D | +8.5% | +7.8% | +0.7% | +4.5% |
| 3M | +6.0% | +23.9% | -17.9% | -5.0% |
| 6M | +13.0% | +42.3% | -29.3% | -6.3% |
| YTD | +48.9% | +65.4% | -16.5% | +13.4% |
| 1Y | +36.4% | +70.3% | -33.9% | +1.4% |
| 3Y | -2.3% | +54.5% | -56.7% | -28.5% |
| 5Y | +160.6% | +43.1% | +117.5% | +65.5% |
| All | -4.3% | +66.9% | -71.2% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling