+41.0%
XLE vs CPRT
-20.1%
+61.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.6% |
| 7D | -7.9% | +1.6% | -9.5% | -7.7% |
| 30D | -4.8% | +18.8% | -23.6% | -4.0% |
| 3M | +8.4% | +9.4% | -1.0% | +8.9% |
| 6M | +12.7% | -4.4% | +17.1% | +13.8% |
| YTD | +41.3% | -17.1% | +58.4% | +44.8% |
| All | +41.0% | -20.1% | +61.2% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling