+147.9%
OXY vs CNC
+10.7%
+137.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | +2.8% | -0.9% | +3.8% | +2.9% |
| 30D | +5.5% | -1.0% | +6.4% | +5.5% |
| 3M | +11.3% | +4.5% | +6.8% | +10.8% |
| 6M | +11.6% | +85.2% | -73.6% | +6.6% |
| YTD | +51.6% | +61.4% | -9.8% | +46.0% |
| 1Y | +36.2% | +94.9% | -58.7% | +29.4% |
| 3Y | +1.7% | 0.0% | +1.7% | 0.0% |
| All | +147.9% | +10.7% | +137.2% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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