+1,946.1%
CPRT vs XHB
+172.3%
+1,773.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.9% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +21.2% | +9.9% | +11.2% | +16.3% |
| 3M | +8.3% | -6.3% | +14.6% | +11.4% |
| 6M | -3.4% | +3.8% | -7.2% | -5.5% |
| YTD | -18.7% | +0.1% | -18.8% | -19.7% |
| 1Y | -23.5% | -0.8% | -22.7% | -24.3% |
| 3Y | -34.2% | +35.6% | -69.8% | -44.5% |
| 5Y | -18.2% | +29.6% | -47.8% | -30.1% |
| 10Y | +370.9% | +237.5% | +133.4% | +170.2% |
| All | +1,946.1% | +172.3% | +1,773.8% | +863.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling