+176.5%
XLE vs CPRT
+370.9%
-194.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.7% |
| 7D | +4.4% | -1.5% | +5.9% | +4.8% |
| 30D | -4.3% | +21.3% | -25.6% | -10.2% |
| 3M | +6.0% | +10.4% | -4.3% | +1.7% |
| 6M | +13.2% | -4.3% | +17.5% | +13.1% |
| YTD | +46.7% | -18.3% | +65.0% | +53.9% |
| 1Y | +46.6% | -22.5% | +69.1% | +56.6% |
| 3Y | +69.6% | -34.3% | +103.9% | +88.1% |
| 5Y | +166.5% | -17.8% | +184.3% | +164.7% |
| All | +176.5% | +370.9% | -194.4% | +46.0% |
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