+161.6%
OXY vs CPB
-38.1%
+199.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +0.6% | -8.0% | +8.6% | +1.4% |
| 30D | +4.5% | -2.4% | +6.9% | +4.7% |
| 3M | +8.9% | +0.5% | +8.4% | +8.5% |
| 6M | +12.5% | -10.5% | +22.9% | +13.7% |
| YTD | +50.5% | -17.5% | +68.0% | +53.9% |
| 1Y | +38.6% | -31.0% | +69.6% | +45.6% |
| 3Y | -1.2% | -40.6% | +39.4% | +4.9% |
| 5Y | +161.6% | -37.7% | +199.4% | +173.7% |
| All | +161.6% | -38.1% | +199.7% | +173.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling