+700.4%
OXY vs CME
+8,429.7%
-7,729.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +3.6% | +2.7% | +0.9% | +2.5% |
| 30D | -5.3% | +13.5% | -18.7% | -10.0% |
| 3M | +0.2% | +20.9% | -20.7% | -7.3% |
| 6M | +4.7% | +11.5% | -6.8% | -0.4% |
| YTD | +44.0% | +19.5% | +24.5% | +33.1% |
| 1Y | +42.1% | +17.2% | +24.8% | +32.2% |
| 3Y | +1.2% | +65.1% | -63.9% | -19.6% |
| 5Y | +95.7% | +73.1% | +22.6% | +50.4% |
| 10Y | +18.1% | +305.3% | -287.2% | -33.9% |
| All | +700.4% | +8,429.7% | -7,729.4% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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