-2.3%
OXY vs CPRT
-27.3%
+25.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.3% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +8.5% | +9.9% | -1.4% | +7.4% |
| 3M | +6.0% | +5.6% | +0.4% | +5.5% |
| 6M | +13.0% | -13.6% | +26.6% | +16.2% |
| YTD | +48.9% | -16.7% | +65.6% | +54.0% |
| 1Y | +36.4% | -33.1% | +69.5% | +47.4% |
| 3Y | -2.3% | -27.1% | +24.8% | +5.3% |
| All | -2.3% | -27.3% | +25.0% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling