+198.8%
CVX vs CPRT
+382.0%
-183.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -6.2% | +4.0% | -10.2% | -7.3% |
| 30D | -0.4% | +18.2% | -18.6% | -5.3% |
| 3M | +9.3% | +9.2% | +0.2% | +5.7% |
| 6M | +18.4% | -4.8% | +23.2% | +18.6% |
| YTD | +42.5% | -17.5% | +60.0% | +48.6% |
| 1Y | +41.0% | -22.0% | +63.0% | +49.7% |
| 3Y | +67.5% | -33.7% | +101.2% | +83.3% |
| 5Y | +126.1% | -15.0% | +141.1% | +121.1% |
| 10Y | +198.8% | +385.2% | -186.4% | +66.0% |
| All | +198.8% | +382.0% | -183.2% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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