+5.3%
OXY vs CLF
+116.4%
-111.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +0.6% | -2.7% | +3.3% | +1.4% |
| 30D | +4.5% | -3.2% | +7.7% | +5.1% |
| 3M | +8.9% | -5.0% | +13.9% | +8.4% |
| 6M | +12.5% | +26.6% | -14.1% | +0.4% |
| YTD | +50.5% | -9.0% | +59.4% | +46.0% |
| 1Y | +38.6% | +11.8% | +26.8% | +21.8% |
| 3Y | -1.2% | -15.1% | +13.9% | -14.3% |
| 5Y | +161.6% | -48.2% | +209.8% | +148.9% |
| 10Y | +5.3% | +127.6% | -122.3% | -46.2% |
| All | +5.3% | +116.4% | -111.1% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling