+34.1%
OXY vs CNH
+20.2%
+13.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | -0.5% |
| 7D | +0.9% | -2.5% | +3.4% | +0.7% |
| 30D | +3.6% | +27.0% | -23.4% | +5.8% |
| 3M | +7.1% | +32.6% | -25.5% | +9.8% |
| 6M | +15.7% | +23.6% | -7.9% | +19.3% |
| YTD | +50.1% | +47.8% | +2.3% | +52.6% |
| 1Y | +34.1% | +21.3% | +12.8% | +35.3% |
| All | +34.1% | +20.2% | +13.9% | +35.3% |
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