+45.9%
OXY vs CNH
+15.2%
+30.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -5.0% | -5.1% |
| 7D | -8.8% | +6.5% | -15.3% | -8.4% |
| 30D | -1.7% | -12.0% | +10.3% | -2.6% |
| 3M | +4.5% | +4.4% | +0.2% | +5.5% |
| 6M | -4.0% | +15.7% | -19.7% | -1.9% |
| YTD | +41.4% | +28.2% | +13.1% | +45.2% |
| 1Y | +45.9% | +14.8% | +31.1% | +48.7% |
| All | +45.9% | +15.2% | +30.7% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling