-32.5%
CPRT vs XLRE
+9.1%
-41.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | +2.2% | -1.2% | +3.4% | +3.0% |
| 30D | +16.6% | -2.8% | +19.4% | +18.7% |
| 3M | +9.6% | -0.2% | +9.8% | +10.2% |
| 6M | -11.1% | +1.9% | -13.1% | -11.8% |
| YTD | -13.9% | +10.6% | -24.4% | -17.8% |
| 1Y | -32.5% | +8.8% | -41.3% | -35.4% |
| All | -32.5% | +9.1% | -41.7% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling