+988.3%
XLE vs CPRT
+11,529.2%
-10,540.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -12.0% | +6.0% | -18.0% | -13.2% |
| 30D | -2.7% | +20.0% | -22.8% | -6.7% |
| 3M | +6.6% | +10.1% | -3.6% | +3.8% |
| 6M | +9.5% | -4.3% | +13.8% | +9.3% |
| YTD | +40.6% | -18.4% | +58.9% | +44.7% |
| 1Y | +43.6% | -20.1% | +63.7% | +48.4% |
| 3Y | +58.1% | -30.4% | +88.5% | +66.7% |
| 5Y | +152.2% | -17.0% | +169.2% | +152.0% |
| 10Y | +172.9% | +403.2% | -230.3% | +89.6% |
| All | +988.3% | +11,529.2% | -10,540.8% | +467.3% |
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