+6.4%
OXY vs CPB
-45.3%
+51.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.8% | -1.8% | +4.6% | +3.0% |
| 30D | +5.5% | -7.1% | +12.5% | +6.1% |
| 3M | +11.3% | -6.0% | +17.4% | +11.7% |
| 6M | +11.6% | -5.3% | +16.9% | +11.8% |
| YTD | +51.6% | -20.8% | +72.4% | +54.6% |
| 1Y | +36.2% | -33.8% | +70.1% | +41.6% |
| 3Y | +1.7% | -43.7% | +45.4% | +7.0% |
| 5Y | +164.5% | -40.7% | +205.2% | +175.8% |
| All | +6.4% | -45.3% | +51.7% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling