+5.9%
OXY vs CRL
+249.3%
-243.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.8% |
| 7D | +1.4% | -6.9% | +8.3% | +3.4% |
| 30D | +4.0% | -3.2% | +7.2% | +4.8% |
| 3M | +7.6% | +46.5% | -38.9% | -4.5% |
| 6M | +16.2% | +63.1% | -46.9% | -2.0% |
| YTD | +50.8% | +36.9% | +14.0% | +33.5% |
| 1Y | +34.7% | +78.1% | -43.4% | +8.3% |
| 3Y | -1.0% | +36.7% | -37.7% | -18.8% |
| 5Y | +163.2% | -38.1% | +201.3% | +187.8% |
| All | +5.9% | +249.3% | -243.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling