-36.6%
CPRT vs XOP
+54.9%
-91.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -8.4% | +1.6% | -10.1% | -8.3% |
| 30D | +4.6% | +9.6% | -5.0% | +5.0% |
| 3M | -1.9% | +16.9% | -18.9% | -1.3% |
| 6M | -15.3% | +24.0% | -39.3% | -16.0% |
| YTD | -21.5% | +56.2% | -77.7% | -22.9% |
| 1Y | -36.6% | +51.8% | -88.4% | -37.6% |
| All | -36.6% | +54.9% | -91.5% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 1y: compounded portfolio wealth divided by compounded XOP 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…
1y analysis · Full analysis span regression · 6 months rolling