+1,797.1%
OXY vs CPRT
+23,878.7%
-22,081.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | +1.6% | +2.2% | -0.6% | +1.2% |
| 30D | +11.6% | +16.6% | -5.1% | +8.4% |
| 3M | +2.8% | +9.6% | -6.8% | +0.7% |
| 6M | +13.0% | -11.1% | +24.2% | +14.7% |
| YTD | +47.4% | -13.9% | +61.3% | +50.1% |
| 1Y | +31.5% | -32.5% | +64.0% | +39.8% |
| 3Y | -1.9% | -25.0% | +23.1% | +1.6% |
| 5Y | +148.0% | -7.4% | +155.3% | +144.6% |
| 10Y | +2.3% | +422.0% | -419.7% | -21.8% |
| All | +1,797.1% | +23,878.7% | -22,081.5% | +1,037.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling