+719.1%
SLB vs CPRT
+23,878.7%
-23,159.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.3% |
| 3M | -0.3% | +9.6% | -9.9% | -2.5% |
| 6M | +21.3% | -11.1% | +32.5% | +23.4% |
| YTD | +52.3% | -13.9% | +66.2% | +55.7% |
| 1Y | +63.6% | -32.5% | +96.1% | +75.2% |
| 3Y | +3.8% | -25.0% | +28.8% | +8.3% |
| 5Y | +128.6% | -7.4% | +136.0% | +125.9% |
| 10Y | -3.1% | +422.0% | -425.0% | -29.3% |
| All | +719.1% | +23,878.7% | -23,159.5% | +306.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling