+130.8%
SLB vs CPRT
-7.1%
+137.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.8% | +2.2% | -1.4% | +0.4% |
| 30D | +15.8% | +16.6% | -0.8% | +12.4% |
| 3M | -0.3% | +9.6% | -9.9% | -2.4% |
| 6M | +21.3% | -11.1% | +32.5% | +23.9% |
| YTD | +52.3% | -13.9% | +66.2% | +56.3% |
| 1Y | +63.6% | -32.5% | +96.1% | +76.7% |
| 3Y | +3.8% | -25.0% | +28.8% | +11.0% |
| All | +130.8% | -7.1% | +137.9% | +146.5% |
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