+1,236.5%
OXY vs CLF
+698.4%
+538.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.0% | -8.1% | -2.8% |
| 7D | -8.2% | -14.1% | +5.9% | -4.9% |
| 30D | -7.2% | -5.5% | -1.7% | -6.7% |
| 3M | +0.2% | 0.0% | +0.2% | -1.4% |
| 6M | +6.1% | +11.3% | -5.1% | -0.6% |
| YTD | +37.5% | -7.7% | +45.2% | +31.7% |
| 1Y | +37.7% | +17.5% | +20.1% | +23.2% |
| 3Y | -2.8% | -25.4% | +22.7% | -10.9% |
| 5Y | +77.6% | -46.0% | +123.6% | +67.6% |
| 10Y | +9.5% | +80.1% | -70.6% | -32.5% |
| All | +1,236.5% | +698.4% | +538.0% | +394.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling