+179.2%
XLE vs CPRT
+368.4%
-189.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +5.4% | -0.4% | +5.8% | +5.5% |
| 30D | -3.9% | +21.2% | -25.1% | -9.9% |
| 3M | +7.0% | +8.3% | -1.3% | +3.3% |
| 6M | +14.2% | -3.4% | +17.6% | +13.6% |
| YTD | +48.2% | -18.7% | +66.9% | +55.7% |
| 1Y | +47.7% | -23.5% | +71.2% | +58.5% |
| 3Y | +70.0% | -34.2% | +104.2% | +88.3% |
| 5Y | +169.1% | -18.2% | +187.3% | +167.7% |
| All | +179.2% | +368.4% | -189.3% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling