+607.0%
SLB vs CPRT
+22,996.9%
-22,389.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -7.7% | +9.9% | -17.7% | -9.5% |
| 30D | -0.7% | +21.1% | -21.8% | -4.5% |
| 3M | 0.0% | +12.3% | -12.4% | -2.8% |
| 6M | -10.4% | -2.0% | -8.4% | -10.9% |
| YTD | +31.5% | -17.0% | +48.5% | +34.8% |
| 1Y | +39.1% | -22.5% | +61.7% | +44.6% |
| 3Y | -5.7% | -29.3% | +23.6% | -0.8% |
| 5Y | +65.4% | -15.6% | +81.0% | +65.9% |
| 10Y | -15.6% | +411.6% | -427.2% | -38.4% |
| All | +607.0% | +22,996.9% | -22,389.9% | +251.7% |
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