+2,706.3%
XOM vs CPRT
+22,868.9%
-20,162.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -7.3% | +4.0% | -11.3% | -7.8% |
| 30D | -2.6% | +18.2% | -20.9% | -4.9% |
| 3M | +3.6% | +9.2% | -5.6% | +2.0% |
| 6M | +15.3% | -4.8% | +20.1% | +15.3% |
| YTD | +39.4% | -17.5% | +56.9% | +41.9% |
| 1Y | +43.2% | -22.0% | +65.2% | +46.8% |
| 3Y | +74.9% | -33.7% | +108.7% | +82.1% |
| 5Y | +201.3% | -15.0% | +216.2% | +200.0% |
| 10Y | +188.5% | +385.2% | -196.7% | +131.7% |
| All | +2,706.3% | +22,868.9% | -20,162.6% | +1,658.4% |
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