+209.5%
CVX vs CPRT
+370.9%
-161.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | +1.6% | -1.5% | +3.1% | +2.0% |
| 30D | -0.6% | +21.4% | -22.0% | -6.2% |
| 3M | +11.0% | +10.4% | +0.6% | +7.0% |
| 6M | +18.4% | -4.3% | +22.7% | +18.5% |
| YTD | +45.9% | -18.3% | +64.2% | +52.6% |
| 1Y | +46.7% | -22.5% | +69.2% | +55.9% |
| 3Y | +71.6% | -34.3% | +105.9% | +88.2% |
| 5Y | +131.4% | -17.8% | +149.2% | +129.4% |
| All | +209.5% | +370.9% | -161.5% | +70.2% |
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