+9.5%
OXY vs CVE
+136.7%
-127.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.5% |
| 7D | -8.2% | -10.1% | +1.9% | -1.1% |
| 30D | -7.2% | -12.1% | +4.9% | +1.3% |
| 3M | +0.2% | -1.9% | +2.1% | +1.1% |
| 6M | +6.1% | -1.8% | +8.0% | +6.6% |
| YTD | +37.5% | +65.8% | -28.3% | -4.8% |
| 1Y | +37.7% | +60.8% | -23.2% | -2.8% |
| 3Y | -2.8% | +70.1% | -72.9% | -36.2% |
| 5Y | +77.6% | +134.8% | -57.1% | -12.0% |
| 10Y | +9.5% | +130.1% | -120.6% | -60.5% |
| All | +9.5% | +136.7% | -127.2% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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