+6.4%
OXY vs CLX
-3.7%
+10.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.4% |
| 7D | +2.8% | -5.7% | +8.5% | +2.3% |
| 30D | +5.5% | -17.0% | +22.5% | +3.7% |
| 3M | +11.3% | -9.7% | +21.0% | +10.5% |
| 6M | +11.6% | -19.8% | +31.4% | +10.2% |
| YTD | +51.6% | -9.8% | +61.4% | +51.0% |
| 1Y | +36.2% | -26.2% | +62.4% | +33.6% |
| 3Y | +1.7% | -36.2% | +37.9% | -1.4% |
| 5Y | +164.5% | -38.3% | +202.8% | +155.2% |
| All | +6.4% | -3.7% | +10.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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