+192.9%
XOM vs CPRT
+380.0%
-187.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.1% |
| 7D | +4.1% | -11.2% | +15.3% | +7.2% |
| 30D | +4.6% | +3.3% | +1.3% | +3.3% |
| 3M | +14.0% | -3.6% | +17.5% | +14.2% |
| 6M | +11.0% | -15.8% | +26.7% | +15.1% |
| YTD | +40.7% | -23.5% | +64.2% | +49.6% |
| 1Y | +52.3% | -38.8% | +91.1% | +72.3% |
| 3Y | +60.5% | -33.4% | +93.9% | +73.0% |
| 5Y | +266.4% | -16.4% | +282.8% | +257.7% |
| All | +192.9% | +380.0% | -187.1% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling