+31.5%
OXY vs CPB
-32.6%
+64.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.4% | -1.1% |
| 7D | +1.6% | -8.6% | +10.2% | +1.2% |
| 30D | +11.6% | -7.2% | +18.8% | +11.3% |
| 3M | +2.8% | +0.9% | +1.9% | +2.9% |
| 6M | +13.0% | -11.8% | +24.9% | +13.6% |
| YTD | +47.4% | -19.4% | +66.8% | +48.7% |
| 1Y | +31.5% | -30.4% | +61.9% | +33.6% |
| All | +31.5% | -32.6% | +64.1% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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