+38.6%
OXY vs CP
+19.4%
+19.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.1% |
| 7D | +0.6% | +0.6% | 0.0% | +0.6% |
| 30D | +4.5% | -0.5% | +5.0% | +4.5% |
| 3M | +8.9% | +0.1% | +8.8% | +8.7% |
| 6M | +12.5% | +7.8% | +4.6% | +12.3% |
| YTD | +50.5% | +22.9% | +27.6% | +41.5% |
| 1Y | +38.6% | +21.3% | +17.3% | +32.2% |
| All | +38.6% | +19.4% | +19.2% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling