+160.6%
OXY vs CNH
+7.1%
+153.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +2.6% |
| 7D | -0.5% | +8.8% | -9.3% | -3.1% |
| 30D | +8.5% | +24.7% | -16.2% | +1.3% |
| 3M | +6.0% | +27.3% | -21.3% | -2.5% |
| 6M | +13.0% | +23.2% | -10.2% | +3.4% |
| YTD | +48.9% | +48.9% | 0.0% | +26.4% |
| 1Y | +36.4% | +19.4% | +17.0% | +25.6% |
| 3Y | -2.3% | +7.8% | -10.0% | -8.5% |
| 5Y | +160.6% | +8.7% | +151.9% | +123.6% |
| All | +160.6% | +7.1% | +153.5% | +123.6% |
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