-4.5%
SLB vs CPRT
-30.7%
+26.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -7.1% | +6.0% | -13.1% | -8.2% |
| 30D | +4.1% | +20.0% | -15.9% | +0.1% |
| 3M | -2.6% | +10.1% | -12.8% | -5.1% |
| 6M | -8.6% | -4.3% | -4.2% | -7.9% |
| YTD | +32.2% | -18.4% | +50.6% | +39.4% |
| 1Y | +40.7% | -20.1% | +60.7% | +49.2% |
| 3Y | -4.5% | -30.4% | +25.9% | +10.1% |
| All | -4.5% | -30.7% | +26.2% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling