-2.2%
OXY vs CLF
-14.9%
+12.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.1% |
| 7D | +1.6% | +7.6% | -6.0% | +0.8% |
| 30D | +11.6% | -1.2% | +12.8% | +11.6% |
| 3M | +2.8% | -13.4% | +16.2% | +3.9% |
| 6M | +13.0% | +15.4% | -2.4% | +9.6% |
| YTD | +47.4% | -5.9% | +53.3% | +46.6% |
| 1Y | +31.5% | +18.8% | +12.7% | +23.2% |
| All | -2.2% | -14.9% | +12.6% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling