-3.1%
SLB vs CPRT
+426.9%
-430.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.8% | +2.2% | -1.4% | 0.0% |
| 30D | +15.8% | +16.6% | -0.8% | +9.2% |
| 3M | -0.3% | +9.6% | -9.9% | -4.5% |
| 6M | +21.3% | -11.1% | +32.5% | +25.6% |
| YTD | +52.3% | -13.9% | +66.2% | +59.0% |
| 1Y | +63.6% | -32.5% | +96.1% | +87.5% |
| 3Y | +3.8% | -25.0% | +28.8% | +12.2% |
| 5Y | +128.6% | -7.4% | +136.0% | +120.4% |
| All | -3.1% | +426.9% | -430.0% | -49.3% |
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