+2,042.0%
CPRT vs XOP
+73.5%
+1,968.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.0% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | +21.5% | -7.3% | +28.8% | +23.1% |
| 3M | +9.4% | +1.4% | +8.0% | +8.6% |
| 6M | -3.3% | +7.8% | -11.1% | -5.8% |
| YTD | -17.8% | +44.5% | -62.4% | -25.5% |
| 1Y | -22.2% | +37.0% | -59.2% | -28.7% |
| 3Y | -34.0% | +40.8% | -74.8% | -40.7% |
| 5Y | -15.4% | +88.7% | -104.1% | -31.2% |
| 10Y | +376.0% | +49.9% | +326.1% | +264.0% |
| All | +2,042.0% | +73.5% | +1,968.5% | +1,297.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling