+204.0%
XOM vs CPRT
+370.9%
-167.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.0% |
| 7D | +2.7% | -1.5% | +4.2% | +3.1% |
| 30D | -2.5% | +21.4% | -23.8% | -7.4% |
| 3M | +7.0% | +10.4% | -3.4% | +3.4% |
| 6M | +14.2% | -4.3% | +18.5% | +14.2% |
| YTD | +43.9% | -18.3% | +62.2% | +49.9% |
| 1Y | +47.9% | -22.5% | +70.4% | +56.3% |
| 3Y | +80.6% | -34.3% | +114.9% | +96.1% |
| 5Y | +212.8% | -17.8% | +230.6% | +210.1% |
| All | +204.0% | +370.9% | -167.0% | +80.1% |
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 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