+42.4%
XLE vs CPRT
-22.3%
+64.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.8% |
| 7D | -0.2% | -1.4% | +1.1% | -0.3% |
| 30D | -4.0% | +21.5% | -25.5% | -3.1% |
| 3M | +4.6% | +9.4% | -4.8% | +5.1% |
| 6M | +12.3% | -3.3% | +15.6% | +13.3% |
| YTD | +44.5% | -17.8% | +62.4% | +48.0% |
| 1Y | +42.4% | -22.2% | +64.6% | +46.8% |
| All | +42.4% | -22.3% | +64.7% | +46.8% |
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