+1.7%
OXY vs CPNG
-19.3%
+21.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.3% |
| 7D | +2.8% | -1.1% | +3.9% | +2.9% |
| 30D | +5.5% | -7.4% | +12.8% | +5.9% |
| 3M | +11.3% | -12.3% | +23.7% | +12.0% |
| 6M | +11.6% | -19.4% | +31.0% | +13.1% |
| YTD | +51.6% | -35.9% | +87.5% | +57.5% |
| 1Y | +36.2% | -53.4% | +89.6% | +48.0% |
| 3Y | +1.7% | -20.0% | +21.7% | -0.5% |
| All | +1.7% | -19.3% | +21.0% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 3y: compounded portfolio wealth divided by compounded CPNG 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…
3y analysis · Full analysis span regression · 6 months rolling