+125.6%
CVX vs CPRT
-17.4%
+143.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | 0.0% |
| 7D | -9.7% | +6.0% | -15.8% | -10.3% |
| 30D | +3.6% | +20.0% | -16.4% | +1.7% |
| 3M | +13.3% | +10.1% | +3.2% | +12.0% |
| 6M | +16.9% | -4.3% | +21.2% | +17.2% |
| YTD | +43.4% | -18.4% | +61.8% | +46.6% |
| 1Y | +44.5% | -20.1% | +64.6% | +48.1% |
| 3Y | +64.0% | -30.4% | +94.4% | +70.7% |
| All | +125.6% | -17.4% | +143.0% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling