+1,362.5%
OXY vs CRS
+9,806.3%
-8,443.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | -0.5% | +1.2% | +0.8% |
| 30D | +4.5% | -18.1% | +22.6% | +12.3% |
| 3M | +8.9% | -12.4% | +21.3% | +12.6% |
| 6M | +12.5% | +15.9% | -3.5% | +1.7% |
| YTD | +50.5% | +45.8% | +4.6% | +23.3% |
| 1Y | +38.6% | +87.8% | -49.1% | +0.8% |
| 3Y | -1.2% | +648.7% | -650.0% | -62.2% |
| 5Y | +161.6% | +1,416.6% | -1,255.0% | -30.4% |
| 10Y | +5.3% | +1,412.7% | -1,407.4% | -72.7% |
| All | +1,362.5% | +9,806.3% | -8,443.7% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling