-9.9%
CPRT vs XHB
+37.2%
-47.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.0% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +9.9% | -9.1% | +19.0% | +15.5% |
| 3M | +5.6% | -2.3% | +8.0% | +6.4% |
| 6M | -13.6% | -4.1% | -9.5% | -12.7% |
| YTD | -16.7% | -1.7% | -15.0% | -17.3% |
| 1Y | -33.1% | -15.1% | -18.0% | -28.0% |
| 3Y | -27.1% | +26.8% | -53.9% | -42.3% |
| 5Y | -9.9% | +37.3% | -47.2% | -33.0% |
| All | -9.9% | +37.2% | -47.0% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling