+91.6%
OXY vs CNH
-11.0%
+102.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | -0.2% | +6.7% | -6.8% | -2.1% |
| 30D | -6.4% | +7.2% | -13.6% | -8.4% |
| 3M | -2.6% | +17.5% | -20.1% | -7.8% |
| 6M | +4.8% | +15.0% | -10.2% | -1.5% |
| YTD | +41.2% | +36.8% | +4.4% | +22.7% |
| 1Y | +39.5% | +27.6% | +11.9% | +24.1% |
| 3Y | -0.8% | +34.3% | -35.2% | -16.0% |
| 5Y | +91.6% | -12.2% | +103.8% | +88.0% |
| All | +91.6% | -11.0% | +102.5% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling