-1.8%
OXY vs CPRT
-33.6%
+31.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -0.2% | -1.4% | +1.2% | -0.1% |
| 30D | -6.4% | +21.5% | -27.9% | -8.0% |
| 3M | -2.6% | +9.4% | -12.1% | -3.6% |
| 6M | +4.8% | -3.3% | +8.1% | +5.6% |
| YTD | +41.2% | -17.8% | +59.0% | +46.5% |
| 1Y | +39.5% | -22.2% | +61.7% | +46.4% |
| All | -1.8% | -33.6% | +31.8% | +7.3% |
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