+5.3%
OXY vs CPRT
+410.9%
-405.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.7% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +4.5% | +8.2% | -3.7% | +0.9% |
| 3M | +8.9% | +2.3% | +6.6% | +6.7% |
| 6M | +12.5% | -14.7% | +27.2% | +18.2% |
| YTD | +50.5% | -18.2% | +68.7% | +60.4% |
| 1Y | +38.6% | -33.4% | +72.0% | +61.1% |
| 3Y | -1.2% | -28.3% | +27.1% | +7.4% |
| 5Y | +161.6% | -9.8% | +171.5% | +145.0% |
| 10Y | +5.3% | +412.4% | -407.1% | -48.6% |
| All | +5.3% | +410.9% | -405.7% | -48.6% |
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