+54.6%
XLE vs CPRT
-25.5%
+80.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +2.2% | +2.2% | 0.0% | +1.9% |
| 30D | +11.8% | +16.6% | -4.9% | +9.7% |
| 3M | +9.8% | +9.6% | +0.2% | +8.6% |
| 6M | +15.6% | -11.1% | +26.7% | +18.2% |
| YTD | +45.3% | -13.9% | +59.1% | +49.2% |
| 1Y | +48.3% | -32.5% | +80.8% | +59.8% |
| All | +54.6% | -25.5% | +80.1% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling