+2,621.0%
XOM vs CPRT
+23,878.7%
-21,257.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +1.8% | +2.2% | -0.5% | +1.4% |
| 30D | +5.9% | +16.6% | -10.8% | +3.6% |
| 3M | +5.6% | +9.6% | -4.0% | +4.0% |
| 6M | +7.9% | -11.1% | +19.0% | +9.1% |
| YTD | +35.2% | -13.9% | +49.0% | +37.2% |
| 1Y | +46.0% | -32.5% | +78.5% | +52.9% |
| 3Y | +55.0% | -25.0% | +80.1% | +59.0% |
| 5Y | +246.3% | -7.4% | +253.7% | +241.7% |
| 10Y | +181.0% | +422.0% | -241.0% | +124.3% |
| All | +2,621.0% | +23,878.7% | -21,257.7% | +1,599.9% |
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