+77.6%
OXY vs CMS
+36.1%
+41.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -8.2% | -0.9% | -7.3% | -8.0% |
| 30D | -7.2% | +7.1% | -14.3% | -8.4% |
| 3M | +0.2% | -1.3% | +1.5% | +0.3% |
| 6M | +6.1% | -2.7% | +8.8% | +6.4% |
| YTD | +37.5% | +2.6% | +34.9% | +36.2% |
| 1Y | +37.7% | -2.0% | +39.7% | +37.6% |
| 3Y | -2.8% | +39.6% | -42.4% | -10.8% |
| 5Y | +77.6% | +35.3% | +42.3% | +70.7% |
| All | +77.6% | +36.1% | +41.5% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling