+147.9%
OXY vs CTVA
+102.9%
+45.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +2.8% | -4.5% | +7.3% | +5.0% |
| 30D | +5.5% | +11.3% | -5.9% | +0.2% |
| 3M | +11.3% | +12.3% | -1.0% | +4.0% |
| 6M | +11.6% | +7.2% | +4.4% | +6.5% |
| YTD | +51.6% | +26.0% | +25.6% | +33.9% |
| 1Y | +36.2% | +16.0% | +20.2% | +24.5% |
| 3Y | +1.7% | +73.9% | -72.2% | -25.6% |
| All | +147.9% | +102.9% | +45.0% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling