-27.1%
CPRT vs XOP
+36.7%
-63.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.5% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | +9.9% | +16.5% | -6.6% | +7.7% |
| 3M | +5.6% | +15.7% | -10.1% | +3.4% |
| 6M | -13.6% | +19.2% | -32.8% | -16.4% |
| YTD | -16.7% | +55.0% | -71.7% | -23.6% |
| 1Y | -33.1% | +54.2% | -87.3% | -38.7% |
| 3Y | -27.1% | +35.9% | -62.9% | -33.6% |
| All | -27.1% | +36.7% | -63.7% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling