+162.0%
OXY vs CNP
+66.3%
+95.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +0.9% | -2.2% | +3.1% | +1.6% |
| 30D | +3.6% | -2.1% | +5.6% | +4.2% |
| 3M | +7.1% | -7.9% | +15.0% | +9.7% |
| 6M | +15.7% | -8.3% | +24.0% | +18.5% |
| YTD | +50.1% | +3.8% | +46.4% | +47.8% |
| 1Y | +34.1% | +5.9% | +28.2% | +31.0% |
| 3Y | -1.5% | +49.3% | -50.7% | -16.3% |
| 5Y | +162.0% | +69.3% | +92.7% | +124.1% |
| All | +162.0% | +66.3% | +95.7% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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