+161.6%
OXY vs CRL
-37.6%
+199.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.2% |
| 7D | +0.6% | -4.6% | +5.2% | +1.4% |
| 30D | +4.5% | +0.5% | +4.0% | +4.4% |
| 3M | +8.9% | +46.6% | -37.7% | +1.5% |
| 6M | +12.5% | +57.3% | -44.8% | +2.5% |
| YTD | +50.5% | +39.5% | +10.9% | +40.0% |
| 1Y | +38.6% | +76.9% | -38.3% | +21.7% |
| 3Y | -1.2% | +39.4% | -40.6% | -13.0% |
| 5Y | +161.6% | -37.2% | +198.8% | +146.2% |
| All | +161.6% | -37.6% | +199.3% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling