+173.9%
XLE vs CPRT
+384.2%
-210.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -0.2% | -1.4% | +1.1% | +0.2% |
| 30D | -4.0% | +21.5% | -25.5% | -10.0% |
| 3M | +4.6% | +9.4% | -4.8% | +0.7% |
| 6M | +12.3% | -3.3% | +15.6% | +11.8% |
| YTD | +44.5% | -17.8% | +62.4% | +51.4% |
| 1Y | +42.4% | -22.2% | +64.6% | +52.0% |
| 3Y | +67.0% | -34.0% | +101.0% | +85.0% |
| 5Y | +161.9% | -15.4% | +177.4% | +156.9% |
| 10Y | +173.9% | +376.0% | -202.1% | +44.1% |
| All | +173.9% | +384.2% | -210.4% | +44.1% |
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