+5.3%
OXY vs CNH
+157.1%
-151.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | -0.1% |
| 7D | +0.6% | +1.8% | -1.2% | -0.6% |
| 30D | +4.5% | +32.6% | -28.1% | -10.8% |
| 3M | +8.9% | +29.4% | -20.5% | -7.7% |
| 6M | +12.5% | +26.0% | -13.5% | -6.3% |
| YTD | +50.5% | +52.2% | -1.7% | +11.6% |
| 1Y | +38.6% | +23.9% | +14.7% | +14.9% |
| 3Y | -1.2% | +10.1% | -11.4% | -17.0% |
| 5Y | +161.6% | +13.2% | +148.5% | +99.6% |
| 10Y | +5.3% | +160.7% | -155.4% | -52.0% |
| All | +5.3% | +157.1% | -151.8% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling