-11.1%
CPRT vs XHB
-7.7%
-3.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.2% |
| 7D | +2.2% | -1.3% | +3.5% | +2.5% |
| 30D | +16.6% | -6.9% | +23.5% | +18.5% |
| 3M | +9.6% | -1.3% | +10.8% | +10.0% |
| 6M | -11.1% | -6.8% | -4.3% | -7.2% |
| All | -11.1% | -7.7% | -3.5% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling