+1.8%
OXY vs CVE
+161.7%
-160.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | 0.0% |
| 7D | +1.6% | +2.5% | -0.9% | -0.2% |
| 30D | +11.6% | +16.7% | -5.2% | 0.0% |
| 3M | +2.8% | +9.3% | -6.5% | -3.9% |
| 6M | +13.0% | +43.6% | -30.6% | -12.8% |
| YTD | +47.4% | +93.6% | -46.2% | -8.1% |
| 1Y | +31.5% | +98.8% | -67.3% | -19.9% |
| 3Y | -1.9% | +73.6% | -75.5% | -36.3% |
| 5Y | +148.0% | +312.5% | -164.5% | -17.1% |
| All | +1.8% | +161.7% | -160.0% | -66.6% |
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