+2,810.7%
XOM vs CPRT
+22,534.7%
-19,724.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | -3.6% | +21.2% | -24.8% | -6.2% |
| 3M | +8.2% | +8.3% | -0.1% | +6.7% |
| 6M | +14.0% | -3.4% | +17.4% | +13.8% |
| YTD | +44.6% | -18.7% | +63.3% | +47.4% |
| 1Y | +47.8% | -23.5% | +71.3% | +51.9% |
| 3Y | +79.6% | -34.2% | +113.7% | +87.0% |
| 5Y | +214.3% | -18.2% | +232.5% | +214.7% |
| 10Y | +204.0% | +370.9% | -166.9% | +145.1% |
| All | +2,810.7% | +22,534.7% | -19,724.0% | +1,727.3% |
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