+1,236.5%
OXY vs CP
+7,892.9%
-6,656.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -2.0% |
| 7D | -8.2% | +2.8% | -10.9% | -9.5% |
| 30D | -7.2% | +11.3% | -18.6% | -12.1% |
| 3M | +0.2% | +2.9% | -2.7% | -1.7% |
| 6M | +6.1% | +9.8% | -3.6% | +0.5% |
| YTD | +37.5% | +28.5% | +9.0% | +19.7% |
| 1Y | +37.7% | +33.5% | +4.2% | +17.6% |
| 3Y | -2.8% | +31.9% | -34.7% | -18.1% |
| 5Y | +77.6% | +25.5% | +52.2% | +51.3% |
| 10Y | +9.5% | +257.6% | -248.1% | -36.5% |
| All | +1,236.5% | +7,892.9% | -6,656.5% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling