+36.2%
OXY vs CTVA
+18.2%
+18.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.8% | -4.5% | +7.3% | +3.9% |
| 30D | +5.5% | +11.3% | -5.9% | +2.7% |
| 3M | +11.3% | +12.3% | -1.0% | +5.7% |
| 6M | +11.6% | +7.2% | +4.4% | +8.1% |
| YTD | +51.6% | +26.0% | +25.6% | +42.0% |
| 1Y | +36.2% | +16.0% | +20.2% | +24.2% |
| All | +36.2% | +18.2% | +18.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling