+1,976.3%
CPRT vs XHB
+175.2%
+1,801.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.7% |
| 7D | +4.0% | +1.2% | +2.8% | +3.4% |
| 30D | +18.2% | +8.9% | +9.4% | +14.0% |
| 3M | +9.2% | -4.2% | +13.3% | +11.1% |
| 6M | -4.8% | +1.4% | -6.2% | -5.9% |
| YTD | -17.5% | +1.2% | -18.7% | -18.9% |
| 1Y | -22.0% | -1.3% | -20.7% | -22.6% |
| 3Y | -33.7% | +36.6% | -70.3% | -44.3% |
| 5Y | -15.0% | +34.3% | -49.2% | -28.4% |
| 10Y | +385.2% | +241.1% | +144.1% | +177.1% |
| All | +1,976.3% | +175.2% | +1,801.1% | +872.7% |
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