+1,764.9%
OXY vs CPRT
+22,534.7%
-20,769.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +4.2% | -0.4% | +4.6% | +4.3% |
| 30D | -4.3% | +21.2% | -25.5% | -7.8% |
| 3M | +2.3% | +8.3% | -6.0% | +0.3% |
| 6M | +5.5% | -3.4% | +8.9% | +5.2% |
| YTD | +44.9% | -18.7% | +63.6% | +48.5% |
| 1Y | +42.6% | -23.5% | +66.1% | +47.8% |
| 3Y | +0.7% | -34.2% | +34.9% | +6.5% |
| 5Y | +96.9% | -18.2% | +115.1% | +97.8% |
| 10Y | +18.8% | +370.9% | -352.2% | -8.1% |
| All | +1,764.9% | +22,534.7% | -20,769.8% | +1,025.6% |
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