+41.6%
XLE vs CPRT
-20.5%
+62.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -6.7% | +4.0% | -10.7% | -6.4% |
| 30D | -4.4% | +18.2% | -22.6% | -3.6% |
| 3M | +4.0% | +9.2% | -5.2% | +4.5% |
| 6M | +13.2% | -4.8% | +18.0% | +14.3% |
| YTD | +41.9% | -17.5% | +59.4% | +45.4% |
| 1Y | +41.6% | -22.0% | +63.6% | +45.4% |
| All | +41.6% | -20.5% | +62.1% | +45.4% |
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