+41.6%
CVX vs CPRT
-33.0%
+74.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.7% |
| 7D | -0.6% | +0.4% | -1.0% | -0.6% |
| 30D | +13.4% | +9.9% | +3.5% | +13.1% |
| 3M | +11.8% | +5.6% | +6.2% | +12.0% |
| 6M | +12.4% | -13.6% | +26.1% | +15.1% |
| YTD | +41.5% | -16.7% | +58.2% | +45.2% |
| 1Y | +41.6% | -33.1% | +74.7% | +45.5% |
| All | +41.6% | -33.0% | +74.6% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling