+45.9%
OXY vs CRH
-13.9%
+59.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.6% | -10.8% | -2.9% |
| 7D | -8.8% | +14.2% | -23.0% | -3.6% |
| 30D | -1.7% | +19.5% | -21.2% | +5.8% |
| 3M | +4.5% | +0.4% | +4.2% | +5.5% |
| 6M | -4.0% | -10.1% | +6.1% | -5.7% |
| YTD | +41.4% | -19.9% | +61.3% | +40.2% |
| 1Y | +45.9% | -14.8% | +60.7% | +46.5% |
| All | +45.9% | -13.9% | +59.8% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling