+6.4%
OXY vs CPAY
+155.2%
-148.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.8% | -2.0% | +4.8% | +3.9% |
| 30D | +5.5% | -0.4% | +5.8% | +5.4% |
| 3M | +11.3% | +16.4% | -5.0% | +1.3% |
| 6M | +11.6% | +23.5% | -11.9% | -4.0% |
| YTD | +51.6% | +35.7% | +15.9% | +20.4% |
| 1Y | +36.2% | +30.2% | +6.0% | +9.9% |
| 3Y | +1.7% | +49.7% | -48.0% | -30.1% |
| 5Y | +164.5% | +56.6% | +107.9% | +67.8% |
| All | +6.4% | +155.2% | -148.8% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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