+167.2%
XLE vs CPRT
+398.2%
-231.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -12.0% | +6.0% | -18.0% | -13.8% |
| 30D | -2.7% | +20.0% | -22.8% | -8.5% |
| 3M | +6.6% | +10.1% | -3.6% | +2.3% |
| 6M | +9.5% | -4.3% | +13.8% | +9.3% |
| YTD | +40.6% | -18.4% | +58.9% | +47.5% |
| 1Y | +43.6% | -20.1% | +63.7% | +51.7% |
| 3Y | +58.1% | -30.4% | +88.5% | +71.3% |
| 5Y | +152.2% | -17.0% | +169.2% | +149.3% |
| All | +167.2% | +398.2% | -231.1% | +41.9% |
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