+412.4%
CPRT vs XHB
+202.9%
+209.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.9% |
| 7D | -0.4% | -1.9% | +1.5% | +0.8% |
| 30D | +8.2% | -8.3% | +16.6% | +13.9% |
| 3M | +2.3% | -7.1% | +9.4% | +6.3% |
| 6M | -14.7% | -5.3% | -9.5% | -13.2% |
| YTD | -18.2% | -3.2% | -15.0% | -18.2% |
| 1Y | -33.4% | -13.9% | -19.5% | -28.7% |
| 3Y | -28.3% | +24.9% | -53.2% | -42.4% |
| 5Y | -9.8% | +34.5% | -44.3% | -32.2% |
| 10Y | +412.4% | +215.5% | +196.9% | +107.3% |
| All | +412.4% | +202.9% | +209.5% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling