+161.9%
XLE vs CPRT
-15.6%
+177.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | -0.2% | -1.4% | +1.1% | -0.1% |
| 30D | -4.0% | +21.5% | -25.5% | -6.3% |
| 3M | +4.6% | +9.4% | -4.8% | +3.1% |
| 6M | +12.3% | -3.3% | +15.6% | +12.5% |
| YTD | +44.5% | -17.8% | +62.4% | +48.6% |
| 1Y | +42.4% | -22.2% | +64.6% | +47.8% |
| 3Y | +67.0% | -34.0% | +101.0% | +78.0% |
| 5Y | +161.9% | -15.4% | +177.4% | +173.7% |
| All | +161.9% | -15.6% | +177.5% | +173.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling