-2.4%
OXY vs CNH
+64.7%
-67.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -5.0% | -2.8% |
| 7D | +1.6% | +23.3% | -21.7% | -8.3% |
| 30D | +11.6% | +33.5% | -21.9% | -3.6% |
| 3M | +2.8% | +32.7% | -29.9% | -12.3% |
| 6M | +13.0% | +22.2% | -9.1% | -2.2% |
| YTD | +47.4% | +57.7% | -10.3% | +11.3% |
| 1Y | +31.5% | +28.0% | +3.5% | +9.7% |
| 3Y | -1.9% | +11.5% | -13.5% | -16.0% |
| 5Y | +148.0% | +11.9% | +136.1% | +101.3% |
| 10Y | +2.3% | +162.8% | -160.5% | -45.7% |
| All | -2.4% | +64.7% | -67.1% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling