+16.6%
OXY vs CPRT
+370.9%
-354.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.2% |
| 7D | +3.6% | -1.5% | +5.1% | +4.2% |
| 30D | -5.3% | +21.4% | -26.6% | -12.5% |
| 3M | +0.2% | +10.4% | -10.2% | -4.7% |
| 6M | +4.7% | -4.3% | +9.0% | +4.4% |
| YTD | +44.0% | -18.3% | +62.3% | +52.4% |
| 1Y | +42.1% | -22.5% | +64.5% | +53.7% |
| 3Y | +1.2% | -34.3% | +35.5% | +14.3% |
| 5Y | +95.7% | -17.8% | +113.5% | +92.2% |
| All | +16.6% | +370.9% | -354.3% | -38.6% |
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