+5.4%
OXY vs CP
+230.5%
-225.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.8% |
| 7D | +0.9% | -2.7% | +3.6% | +2.9% |
| 30D | +3.6% | -3.4% | +6.9% | +5.8% |
| 3M | +7.1% | -0.6% | +7.7% | +6.8% |
| 6M | +15.7% | +6.3% | +9.4% | +7.8% |
| YTD | +50.1% | +21.2% | +29.0% | +26.0% |
| 1Y | +34.1% | +20.0% | +14.1% | +12.8% |
| 3Y | -1.5% | +18.7% | -20.2% | -20.6% |
| 5Y | +162.0% | +34.8% | +127.2% | +77.6% |
| All | +5.4% | +230.5% | -225.1% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling