-22.5%
CPRT vs XOP
+40.4%
-62.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.3% |
| 7D | -1.5% | +5.2% | -6.7% | -0.8% |
| 30D | +21.4% | -8.4% | +29.7% | +20.2% |
| 3M | +10.4% | +2.9% | +7.4% | +10.0% |
| 6M | -4.3% | +8.8% | -13.1% | -4.3% |
| YTD | -18.3% | +46.9% | -65.2% | -20.9% |
| 1Y | -22.5% | +41.5% | -64.0% | -25.2% |
| All | -22.5% | +40.4% | -62.9% | -25.2% |
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