+17.3%
OXY vs CP
+257.3%
-240.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +4.2% | +2.1% | +2.1% | +2.6% |
| 30D | -4.3% | +9.3% | -13.7% | -10.8% |
| 3M | +2.3% | +0.5% | +1.8% | +1.1% |
| 6M | +5.5% | +10.4% | -4.9% | -3.6% |
| YTD | +44.9% | +28.7% | +16.2% | +15.6% |
| 1Y | +42.6% | +33.2% | +9.4% | +10.6% |
| 3Y | +0.7% | +38.4% | -37.7% | -28.6% |
| 5Y | +96.9% | +26.2% | +70.7% | +43.6% |
| All | +17.3% | +257.3% | -240.0% | -54.0% |
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