+160.6%
OXY vs CPRT
-9.0%
+169.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.6% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +8.5% | +9.9% | -1.4% | +6.5% |
| 3M | +6.0% | +5.6% | +0.4% | +4.7% |
| 6M | +13.0% | -13.6% | +26.6% | +16.2% |
| YTD | +48.9% | -16.7% | +65.6% | +54.2% |
| 1Y | +36.4% | -33.1% | +69.5% | +48.6% |
| 3Y | -2.3% | -27.1% | +24.8% | +3.1% |
| 5Y | +160.6% | -9.9% | +170.5% | +161.2% |
| All | +160.6% | -9.0% | +169.6% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling