+1,332.5%
OXY vs CP
+7,669.4%
-6,337.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | +1.6% | -2.7% | +4.3% | +2.8% |
| 30D | +11.6% | +0.2% | +11.4% | +11.2% |
| 3M | +2.8% | +2.6% | +0.2% | +1.2% |
| 6M | +13.0% | +6.0% | +7.1% | +8.4% |
| YTD | +47.4% | +24.9% | +22.4% | +30.6% |
| 1Y | +31.5% | +20.1% | +11.4% | +18.4% |
| 3Y | -1.9% | +16.4% | -18.3% | -12.0% |
| 5Y | +148.0% | +31.7% | +116.2% | +107.0% |
| 10Y | +2.3% | +223.9% | -221.6% | -38.0% |
| All | +1,332.5% | +7,669.4% | -6,337.0% | +236.9% |
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