-6.5%
OXY vs CNH
+42.8%
-49.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.3% |
| 7D | -0.2% | +6.7% | -6.8% | -3.6% |
| 30D | -6.4% | +7.2% | -13.6% | -10.1% |
| 3M | -2.6% | +17.5% | -20.1% | -11.8% |
| 6M | +4.8% | +15.0% | -10.2% | -6.5% |
| YTD | +41.2% | +36.8% | +4.4% | +12.3% |
| 1Y | +39.5% | +27.6% | +11.9% | +14.6% |
| 3Y | -0.8% | +34.3% | -35.2% | -25.0% |
| 5Y | +91.6% | -12.2% | +103.8% | +74.0% |
| 10Y | +15.7% | +113.9% | -98.1% | -34.1% |
| All | -6.5% | +42.8% | -49.3% | -45.5% |
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