+988.5%
XLE vs CPRT
+11,722.1%
-10,733.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.9% |
| 7D | -10.3% | +9.9% | -20.2% | -12.2% |
| 30D | -3.3% | +21.1% | -24.4% | -7.4% |
| 3M | +8.2% | +12.3% | -4.2% | +4.9% |
| 6M | +5.0% | -2.0% | +7.1% | +4.3% |
| YTD | +40.6% | -17.0% | +57.6% | +44.2% |
| 1Y | +45.0% | -22.5% | +67.6% | +50.9% |
| 3Y | +56.3% | -29.3% | +85.6% | +64.3% |
| 5Y | +152.2% | -15.6% | +167.8% | +151.2% |
| 10Y | +173.0% | +411.6% | -238.6% | +89.0% |
| All | +988.5% | +11,722.1% | -10,733.6% | +465.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling