-38.8%
CPRT vs XHB
-14.9%
-23.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.1% |
| 7D | -11.2% | -4.6% | -6.5% | -9.9% |
| 30D | +3.3% | -9.1% | +12.4% | +6.2% |
| 3M | -3.6% | -8.6% | +5.0% | -1.2% |
| 6M | -15.8% | -4.0% | -11.7% | -14.9% |
| YTD | -23.5% | -3.9% | -19.6% | -22.4% |
| 1Y | -38.8% | -16.5% | -22.3% | -34.2% |
| All | -38.8% | -14.9% | -23.9% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling