+1,347.0%
OXY vs CLX
+2,347.6%
-1,000.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | -0.5% | -3.5% | +3.1% | 0.0% |
| 30D | +8.5% | -11.9% | +20.3% | +10.2% |
| 3M | +6.0% | -2.6% | +8.6% | +6.0% |
| 6M | +13.0% | -18.2% | +31.1% | +15.2% |
| YTD | +48.9% | -5.9% | +54.8% | +48.8% |
| 1Y | +36.4% | -23.8% | +60.2% | +40.4% |
| 3Y | -2.3% | -33.6% | +31.3% | +1.8% |
| 5Y | +160.6% | -35.7% | +196.3% | +169.3% |
| 10Y | +2.0% | -2.5% | +4.5% | -8.1% |
| All | +1,347.0% | +2,347.6% | -1,000.6% | +679.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling