+17.3%
OXY vs CPB
-38.9%
+56.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.4% |
| 7D | +4.2% | -1.6% | +5.8% | +4.3% |
| 30D | -4.3% | +19.2% | -23.5% | -5.8% |
| 3M | +2.3% | -1.0% | +3.3% | +2.2% |
| 6M | +5.5% | +15.2% | -9.7% | +3.8% |
| YTD | +44.9% | -13.1% | +58.0% | +46.4% |
| 1Y | +42.6% | -22.4% | +65.0% | +45.8% |
| 3Y | +0.7% | -35.3% | +36.1% | +4.4% |
| 5Y | +96.9% | -33.0% | +129.9% | +102.8% |
| All | +17.3% | -38.9% | +56.2% | +28.3% |
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