+5.5%
OXY vs CRL
+102.3%
-96.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.5% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -4.3% | +11.9% | -16.2% | -2.1% |
| 3M | +2.3% | +20.2% | -17.9% | +6.1% |
| 6M | +5.5% | +107.5% | -102.0% | +19.3% |
| All | +5.5% | +102.3% | -96.8% | +19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling