+42.1%
OXY vs CPRT
-22.3%
+64.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.0% |
| 7D | +3.6% | -1.5% | +5.1% | +3.5% |
| 30D | -5.3% | +21.4% | -26.6% | -4.2% |
| 3M | +0.2% | +10.4% | -10.2% | +1.1% |
| 6M | +4.7% | -4.3% | +9.0% | +6.0% |
| YTD | +44.0% | -18.3% | +62.3% | +49.7% |
| 1Y | +42.1% | -22.5% | +64.5% | +48.8% |
| All | +42.1% | -22.3% | +64.4% | +48.8% |
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