+95.7%
OXY vs CVE
+156.5%
-60.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.9% |
| 7D | +3.6% | +4.6% | -1.0% | +0.4% |
| 30D | -5.3% | -12.0% | +6.7% | +3.1% |
| 3M | +0.2% | -3.8% | +4.0% | +2.4% |
| 6M | +4.7% | -2.7% | +7.5% | +5.8% |
| YTD | +44.0% | +73.6% | -29.6% | -1.8% |
| 1Y | +42.1% | +62.0% | -20.0% | +1.3% |
| 3Y | +1.2% | +72.7% | -71.5% | -33.3% |
| 5Y | +95.7% | +153.9% | -58.2% | -14.3% |
| All | +95.7% | +156.5% | -60.9% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling