+15.7%
OXY vs CLF
+83.8%
-68.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | 0.0% |
| 7D | -0.2% | +2.3% | -2.5% | -1.2% |
| 30D | -6.4% | +1.9% | -8.3% | -7.8% |
| 3M | -2.6% | +5.9% | -8.5% | -6.0% |
| 6M | +4.8% | +16.9% | -12.1% | -4.3% |
| YTD | +41.2% | -1.1% | +42.2% | +31.7% |
| 1Y | +39.5% | +28.8% | +10.7% | +19.0% |
| 3Y | -0.8% | -20.6% | +19.8% | -12.4% |
| 5Y | +91.6% | -41.5% | +133.1% | +73.2% |
| 10Y | +15.7% | +87.5% | -71.8% | -42.0% |
| All | +15.7% | +83.8% | -68.1% | -42.0% |
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