+111.9%
OXY vs CPNG
-76.8%
+188.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +0.6% | -7.6% | +8.2% | +1.4% |
| 30D | +4.5% | -8.8% | +13.4% | +5.4% |
| 3M | +8.9% | -7.2% | +16.1% | +9.1% |
| 6M | +12.5% | -21.5% | +34.0% | +14.3% |
| YTD | +50.5% | -37.4% | +87.9% | +56.7% |
| 1Y | +38.6% | -54.3% | +93.0% | +49.7% |
| 3Y | -1.2% | -20.3% | +19.1% | -1.8% |
| 5Y | +161.6% | -51.2% | +212.8% | +147.4% |
| All | +111.9% | -76.8% | +188.6% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling