+261.8%
XOM vs CPRT
-8.8%
+270.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +4.0% | +2.4% |
| 7D | 0.0% | -0.4% | +0.5% | +0.1% |
| 30D | +3.4% | +8.2% | -4.8% | +2.6% |
| 3M | +11.0% | +2.3% | +8.7% | +10.6% |
| 6M | +10.6% | -14.7% | +25.4% | +12.4% |
| YTD | +39.2% | -18.2% | +57.4% | +42.1% |
| 1Y | +52.7% | -33.4% | +86.1% | +59.5% |
| 3Y | +56.8% | -28.3% | +85.1% | +61.8% |
| 5Y | +261.8% | -9.8% | +271.6% | +265.7% |
| All | +261.8% | -8.8% | +270.6% | +265.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling