+1,271.9%
OXY vs CP
+7,870.8%
-6,598.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.2% | -0.7% | +0.5% | +0.1% |
| 30D | -6.4% | +9.6% | -16.0% | -10.6% |
| 3M | -2.6% | +2.2% | -4.9% | -4.2% |
| 6M | +4.8% | +11.1% | -6.3% | -1.3% |
| YTD | +41.2% | +28.2% | +13.0% | +23.1% |
| 1Y | +39.5% | +32.2% | +7.3% | +19.8% |
| 3Y | -0.8% | +35.5% | -36.3% | -17.5% |
| 5Y | +91.6% | +26.8% | +64.8% | +62.4% |
| 10Y | +15.7% | +256.9% | -241.2% | -32.8% |
| All | +1,271.9% | +7,870.8% | -6,598.9% | +217.6% |
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