+12.0%
OXY vs CVE
+61.8%
-49.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -11.9% | -16.1% | +4.2% | -1.2% |
| 30D | -3.1% | -10.4% | +7.2% | +3.9% |
| 3M | +1.1% | -2.4% | +3.4% | +2.3% |
| 6M | +3.2% | -4.4% | +7.7% | +5.6% |
| YTD | +39.0% | +64.9% | -25.9% | -0.8% |
| 1Y | +42.7% | +66.0% | -23.3% | +1.2% |
| 3Y | -3.5% | +57.7% | -61.2% | -31.3% |
| 5Y | +81.3% | +144.7% | -63.4% | -6.6% |
| 10Y | +11.2% | +139.2% | -128.0% | -51.3% |
| All | +12.0% | +61.8% | -49.8% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling