+205.4%
XOM vs CPRT
+368.4%
-163.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | -3.6% | +21.2% | -24.8% | -8.5% |
| 3M | +8.2% | +8.3% | -0.1% | +5.2% |
| 6M | +14.0% | -3.4% | +17.4% | +13.7% |
| YTD | +44.6% | -18.7% | +63.3% | +50.8% |
| 1Y | +47.8% | -23.5% | +71.3% | +56.7% |
| 3Y | +79.6% | -34.2% | +113.7% | +94.8% |
| 5Y | +214.3% | -18.2% | +232.5% | +212.0% |
| All | +205.4% | +368.4% | -163.0% | +81.2% |
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