-2.3%
OXY vs CMS
+35.3%
-37.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | +8.5% | -3.2% | +11.6% | +9.0% |
| 3M | +6.0% | -2.2% | +8.2% | +6.3% |
| 6M | +13.0% | -9.4% | +22.4% | +14.8% |
| YTD | +48.9% | +0.7% | +48.2% | +47.9% |
| 1Y | +36.4% | +0.4% | +36.1% | +35.5% |
| 3Y | -2.3% | +35.2% | -37.5% | -11.5% |
| All | -2.3% | +35.3% | -37.6% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling