+38.6%
OXY vs CMS
-0.2%
+38.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | +0.6% | +0.2% | +0.5% | +0.6% |
| 30D | +4.5% | -1.3% | +5.8% | +4.6% |
| 3M | +8.9% | -5.4% | +14.3% | +9.6% |
| 6M | +12.5% | -10.3% | +22.8% | +14.4% |
| YTD | +50.5% | -0.2% | +50.7% | +47.5% |
| 1Y | +38.6% | -0.9% | +39.5% | +37.0% |
| All | +38.6% | -0.2% | +38.8% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling