+160.6%
OXY vs CLF
-48.3%
+208.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | -0.5% | +6.5% | -7.0% | -1.6% |
| 30D | +8.5% | +0.2% | +8.2% | +8.2% |
| 3M | +6.0% | -3.1% | +9.1% | +5.5% |
| 6M | +13.0% | +25.0% | -12.1% | +5.7% |
| YTD | +48.9% | -7.5% | +56.3% | +46.8% |
| 1Y | +36.4% | +11.5% | +24.9% | +26.0% |
| 3Y | -2.3% | -13.7% | +11.4% | -10.7% |
| 5Y | +160.6% | -47.0% | +207.6% | +170.5% |
| All | +160.6% | -48.3% | +208.9% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling