-13.1%
SLB vs CPRT
+368.4%
-381.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +3.5% | -0.4% | +3.9% | +3.6% |
| 30D | +6.5% | +21.2% | -14.7% | -0.9% |
| 3M | -0.2% | +8.3% | -8.5% | -4.0% |
| 6M | -5.7% | -3.4% | -2.4% | -6.2% |
| YTD | +36.8% | -18.7% | +55.5% | +44.9% |
| 1Y | +45.8% | -23.5% | +69.3% | +58.0% |
| 3Y | +3.4% | -34.2% | +37.5% | +17.0% |
| 5Y | +76.1% | -18.2% | +94.3% | +78.9% |
| All | -13.1% | +368.4% | -381.5% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling