+162.0%
OXY vs CLX
-37.2%
+199.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +0.9% | -5.9% | +6.8% | +0.8% |
| 30D | +3.6% | -17.0% | +20.6% | +3.3% |
| 3M | +7.1% | -9.6% | +16.7% | +7.0% |
| 6M | +15.7% | -21.5% | +37.2% | +16.6% |
| YTD | +50.1% | -8.8% | +58.9% | +50.1% |
| 1Y | +34.1% | -24.7% | +58.7% | +35.0% |
| 3Y | -1.5% | -35.6% | +34.2% | -0.8% |
| 5Y | +162.0% | -37.6% | +199.6% | +156.5% |
| All | +162.0% | -37.2% | +199.2% | +156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling