+1,717.0%
OXY vs CPRT
+22,776.4%
-21,059.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.2% | -1.4% | +1.2% | +0.1% |
| 30D | -6.4% | +21.5% | -27.9% | -9.7% |
| 3M | -2.6% | +9.4% | -12.1% | -4.7% |
| 6M | +4.8% | -3.3% | +8.1% | +4.4% |
| YTD | +41.2% | -17.8% | +59.0% | +44.5% |
| 1Y | +39.5% | -22.2% | +61.7% | +44.1% |
| 3Y | -0.8% | -34.0% | +33.2% | +4.8% |
| 5Y | +91.6% | -15.4% | +107.0% | +91.3% |
| 10Y | +15.7% | +376.0% | -360.2% | -10.6% |
| All | +1,717.0% | +22,776.4% | -21,059.5% | +994.6% |
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