+76.7%
OXY vs CSGP
-63.4%
+140.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +0.7% |
| 7D | -11.9% | +1.3% | -13.2% | -12.2% |
| 30D | -3.1% | +10.7% | -13.8% | -5.2% |
| 3M | +1.1% | +3.3% | -2.2% | -0.3% |
| 6M | +3.2% | -10.3% | +13.6% | +3.9% |
| YTD | +39.0% | -54.6% | +93.6% | +56.6% |
| 1Y | +42.7% | -54.6% | +97.3% | +60.7% |
| 3Y | -3.5% | -60.3% | +56.8% | +10.4% |
| All | +76.7% | -63.4% | +140.1% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling