+953.8%
OXY vs CRL
+1,633.2%
-679.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | -4.3% | +11.9% | -16.2% | -7.6% |
| 3M | +2.3% | +20.2% | -17.9% | -3.5% |
| 6M | +5.5% | +107.5% | -102.0% | -15.6% |
| YTD | +44.9% | +69.4% | -24.5% | +20.5% |
| 1Y | +42.6% | +99.7% | -57.1% | +12.8% |
| 3Y | +0.7% | +98.8% | -98.0% | -24.8% |
| 5Y | +96.9% | -12.4% | +109.3% | +81.8% |
| 10Y | +18.8% | +352.9% | -334.1% | -33.8% |
| All | +953.8% | +1,633.2% | -679.4% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling