+6.4%
OXY vs CMI
+516.5%
-510.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.2% |
| 7D | +2.8% | -0.7% | +3.5% | +3.2% |
| 30D | +5.5% | -12.4% | +17.8% | +13.5% |
| 3M | +11.3% | -14.8% | +26.1% | +19.8% |
| 6M | +11.6% | +0.8% | +10.8% | +4.3% |
| YTD | +51.6% | +10.2% | +41.4% | +31.5% |
| 1Y | +36.2% | +37.4% | -1.2% | 0.0% |
| 3Y | +1.7% | +153.3% | -151.6% | -53.9% |
| 5Y | +164.5% | +167.6% | -3.1% | +10.8% |
| All | +6.4% | +516.5% | -510.1% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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