+2,067.6%
CPRT vs XHB
+173.9%
+1,893.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | 0.0% |
| 7D | +2.2% | -1.3% | +3.5% | +2.8% |
| 30D | +16.6% | -6.9% | +23.5% | +20.3% |
| 3M | +9.6% | -1.3% | +10.8% | +9.8% |
| 6M | -11.1% | -6.8% | -4.3% | -9.2% |
| YTD | -13.9% | +0.7% | -14.6% | -15.1% |
| 1Y | -32.5% | -11.2% | -21.3% | -29.9% |
| 3Y | -25.0% | +25.3% | -50.4% | -34.6% |
| 5Y | -7.4% | +37.3% | -44.7% | -22.7% |
| 10Y | +422.0% | +211.5% | +210.5% | +207.6% |
| All | +2,067.6% | +173.9% | +1,893.7% | +917.7% |
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