+374.9%
CPRT vs XLRE
+89.0%
+285.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.2% |
| 7D | -11.2% | -1.2% | -10.0% | -10.5% |
| 30D | +3.3% | -2.4% | +5.7% | +5.1% |
| 3M | -3.6% | -2.5% | -1.1% | -1.8% |
| 6M | -15.8% | +4.0% | -19.7% | -17.9% |
| YTD | -23.5% | +9.3% | -32.8% | -27.9% |
| 1Y | -38.8% | +5.6% | -44.3% | -41.0% |
| 3Y | -33.4% | +31.3% | -64.7% | -45.6% |
| 5Y | -16.4% | +9.5% | -25.9% | -22.7% |
| All | +374.9% | +89.0% | +285.9% | +215.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling