+1.7%
OXY vs CRS
+612.2%
-610.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +2.8% | -6.8% | +9.6% | +3.3% |
| 30D | +5.5% | -16.1% | +21.6% | +6.8% |
| 3M | +11.3% | -21.2% | +32.5% | +13.0% |
| 6M | +11.6% | +8.7% | +2.9% | +8.9% |
| YTD | +51.6% | +41.0% | +10.6% | +41.6% |
| 1Y | +36.2% | +82.7% | -46.5% | +20.9% |
| 3Y | +1.7% | +604.8% | -603.1% | -24.9% |
| All | +1.7% | +612.2% | -610.5% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling