+17.3%
OXY vs CLF
+74.2%
-56.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.5% |
| 7D | +4.2% | +10.4% | -6.2% | +1.2% |
| 30D | -4.3% | +0.6% | -4.9% | -5.5% |
| 3M | +2.3% | +4.1% | -1.8% | -0.8% |
| 6M | +5.5% | +15.1% | -9.6% | -3.2% |
| YTD | +44.9% | -4.7% | +49.6% | +36.6% |
| 1Y | +42.6% | +20.4% | +22.2% | +24.3% |
| 3Y | +0.7% | -23.4% | +24.1% | -10.2% |
| 5Y | +96.9% | -43.3% | +140.1% | +79.3% |
| All | +17.3% | +74.2% | -56.9% | -40.5% |
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