+49.9%
XLE vs CPRT
-24.7%
+74.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.0% | -9.8% | -4.4% |
| 7D | -7.2% | +12.6% | -19.8% | -6.6% |
| 30D | +0.1% | +18.0% | -17.9% | +1.0% |
| 3M | +9.2% | +11.0% | -1.8% | +9.8% |
| 6M | +8.4% | -2.0% | +10.4% | +9.4% |
| YTD | +44.9% | -16.7% | +61.6% | +48.6% |
| 1Y | +49.9% | -23.9% | +73.7% | +53.8% |
| All | +49.9% | -24.7% | +74.6% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling