+1.8%
OXY vs CSGP
+44.3%
-42.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.2% |
| 7D | +1.6% | -4.1% | +5.7% | +2.8% |
| 30D | +11.6% | +2.3% | +9.3% | +10.3% |
| 3M | +2.8% | -8.2% | +11.0% | +4.2% |
| 6M | +13.0% | -35.1% | +48.1% | +26.9% |
| YTD | +47.4% | -54.0% | +101.4% | +82.4% |
| 1Y | +31.5% | -65.3% | +96.8% | +78.2% |
| 3Y | -1.9% | -62.6% | +60.6% | +26.3% |
| 5Y | +148.0% | -64.8% | +212.8% | +218.7% |
| All | +1.8% | +44.3% | -42.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling