-33.4%
CPRT vs XLRE
+31.2%
-64.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.1% |
| 7D | -11.2% | -1.2% | -10.0% | -10.6% |
| 30D | +3.3% | -2.4% | +5.7% | +4.8% |
| 3M | -3.6% | -2.5% | -1.1% | -2.1% |
| 6M | -15.8% | +4.0% | -19.7% | -17.3% |
| YTD | -23.5% | +9.3% | -32.8% | -26.8% |
| 1Y | -38.8% | +5.6% | -44.3% | -40.4% |
| 3Y | -33.4% | +31.3% | -64.7% | -42.8% |
| All | -33.4% | +31.2% | -64.7% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling