+1,373.1%
OXY vs CRH
+6,046.1%
-4,673.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +2.8% | -6.1% | +8.9% | +4.7% |
| 30D | +5.5% | -9.3% | +14.7% | +8.3% |
| 3M | +11.3% | -15.2% | +26.5% | +15.9% |
| 6M | +11.6% | -14.2% | +25.8% | +14.2% |
| YTD | +51.6% | -28.3% | +79.8% | +63.0% |
| 1Y | +36.2% | -21.8% | +58.0% | +41.9% |
| 3Y | +1.7% | +71.6% | -69.9% | -18.8% |
| 5Y | +164.5% | +96.6% | +67.9% | +98.4% |
| 10Y | +6.1% | +253.8% | -247.8% | -30.9% |
| All | +1,373.1% | +6,046.1% | -4,673.0% | +585.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling