+147.9%
OXY vs CMI
+164.8%
-16.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +2.8% | -0.7% | +3.5% | +3.1% |
| 30D | +5.5% | -12.4% | +17.8% | +10.0% |
| 3M | +11.3% | -14.8% | +26.1% | +16.2% |
| 6M | +11.6% | +0.8% | +10.8% | +6.5% |
| YTD | +51.6% | +10.2% | +41.4% | +37.4% |
| 1Y | +36.2% | +37.4% | -1.2% | +9.5% |
| 3Y | +1.7% | +153.3% | -151.6% | -41.7% |
| All | +147.9% | +164.8% | -16.9% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling