+163.9%
XLE vs CPRT
+382.0%
-218.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -6.7% | +4.0% | -10.7% | -7.9% |
| 30D | -4.4% | +18.2% | -22.6% | -9.6% |
| 3M | +4.0% | +9.2% | -5.2% | +0.2% |
| 6M | +13.2% | -4.8% | +18.0% | +13.2% |
| YTD | +41.9% | -17.5% | +59.4% | +48.4% |
| 1Y | +41.6% | -22.0% | +63.6% | +51.0% |
| 3Y | +64.0% | -33.7% | +97.7% | +81.4% |
| 5Y | +158.1% | -15.0% | +173.1% | +152.7% |
| 10Y | +163.9% | +385.2% | -221.2% | +40.7% |
| All | +163.9% | +382.0% | -218.1% | +40.7% |
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