+62.5%
SLB vs CPRT
-17.4%
+80.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | -7.1% | +6.0% | -13.1% | -8.1% |
| 30D | +4.1% | +20.0% | -15.9% | +0.8% |
| 3M | -2.6% | +10.1% | -12.8% | -4.6% |
| 6M | -8.6% | -4.3% | -4.2% | -8.3% |
| YTD | +32.2% | -18.4% | +50.6% | +36.8% |
| 1Y | +40.7% | -20.1% | +60.7% | +46.1% |
| 3Y | -4.5% | -30.4% | +25.9% | +3.4% |
| All | +62.5% | -17.4% | +80.0% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling