+1,024.7%
XLE vs CPRT
+12,173.4%
-11,148.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +2.2% | +2.2% | 0.0% | +1.7% |
| 30D | +11.8% | +16.6% | -4.9% | +8.0% |
| 3M | +9.8% | +9.6% | +0.2% | +7.1% |
| 6M | +15.6% | -11.1% | +26.7% | +17.6% |
| YTD | +45.3% | -13.9% | +59.1% | +48.5% |
| 1Y | +48.3% | -32.5% | +80.8% | +59.6% |
| 3Y | +55.4% | -25.0% | +80.5% | +61.9% |
| 5Y | +216.1% | -7.4% | +223.5% | +209.6% |
| 10Y | +178.4% | +422.0% | -243.6% | +92.6% |
| All | +1,024.7% | +12,173.4% | -11,148.7% | +482.3% |
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