+1,271.9%
OXY vs CMS
+471.9%
+800.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.2% | -1.1% | +1.0% | +0.2% |
| 30D | -6.4% | +6.6% | -12.9% | -8.2% |
| 3M | -2.6% | +0.8% | -3.4% | -3.0% |
| 6M | +4.8% | -3.3% | +8.1% | +5.4% |
| YTD | +41.2% | +2.7% | +38.4% | +39.2% |
| 1Y | +39.5% | -4.0% | +43.5% | +40.4% |
| 3Y | -0.8% | +37.6% | -38.4% | -11.5% |
| 5Y | +91.6% | +35.4% | +56.1% | +69.9% |
| 10Y | +15.7% | +136.0% | -120.3% | -13.9% |
| All | +1,271.9% | +471.9% | +800.1% | +612.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling