+70.0%
SLB vs CPRT
-15.3%
+85.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -4.3% | +4.0% | -8.3% | -4.9% |
| 30D | +1.9% | +18.2% | -16.3% | -1.0% |
| 3M | -5.7% | +9.2% | -14.9% | -7.4% |
| 6M | -5.3% | -4.8% | -0.5% | -4.9% |
| YTD | +32.2% | -17.5% | +49.6% | +36.4% |
| 1Y | +38.5% | -22.0% | +60.5% | +44.6% |
| 3Y | +1.1% | -33.7% | +34.8% | +10.1% |
| All | +70.0% | -15.3% | +85.3% | +89.9% |
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