+147.9%
OXY vs CPNG
-49.8%
+197.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.2% |
| 7D | +2.8% | -1.1% | +3.9% | +2.9% |
| 30D | +5.5% | -7.4% | +12.8% | +6.2% |
| 3M | +11.3% | -12.3% | +23.7% | +12.4% |
| 6M | +11.6% | -19.4% | +31.0% | +13.2% |
| YTD | +51.6% | -35.9% | +87.5% | +57.7% |
| 1Y | +36.2% | -53.4% | +89.6% | +47.4% |
| 3Y | +1.7% | -20.0% | +21.7% | +1.1% |
| All | +147.9% | -49.8% | +197.7% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling