+891.3%
OXY vs CNC
+5,399.6%
-4,508.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.7% |
| 7D | +0.9% | -3.9% | +4.8% | +1.7% |
| 30D | +3.6% | +0.8% | +2.8% | +3.3% |
| 3M | +7.1% | +0.1% | +7.0% | +6.6% |
| 6M | +15.7% | +79.7% | -64.0% | +1.5% |
| YTD | +50.1% | +58.9% | -8.8% | +34.2% |
| 1Y | +34.1% | +109.1% | -75.1% | +12.1% |
| 3Y | -1.5% | 0.0% | -1.5% | -8.7% |
| 5Y | +162.0% | +9.5% | +152.5% | +134.0% |
| 10Y | +5.1% | +95.7% | -90.6% | -15.9% |
| All | +891.3% | +5,399.6% | -4,508.4% | +355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling