+1,332.5%
OXY vs CPB
+325.7%
+1,006.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.4% | -0.3% |
| 7D | +1.6% | -8.6% | +10.2% | +3.3% |
| 30D | +11.6% | -7.2% | +18.8% | +13.0% |
| 3M | +2.8% | +0.9% | +1.9% | +2.1% |
| 6M | +13.0% | -11.8% | +24.9% | +14.9% |
| YTD | +47.4% | -19.4% | +66.8% | +52.4% |
| 1Y | +31.5% | -30.4% | +61.9% | +39.7% |
| 3Y | -1.9% | -40.2% | +38.2% | +6.3% |
| 5Y | +148.0% | -39.5% | +187.5% | +165.6% |
| 10Y | +2.3% | -47.4% | +49.6% | +9.3% |
| All | +1,332.5% | +325.7% | +1,006.7% | +925.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling