-14.1%
CPRT vs XLRE
+7.1%
-21.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.5% |
| 7D | -8.4% | -2.7% | -5.7% | -6.8% |
| 30D | +4.6% | -2.3% | +6.9% | +6.3% |
| 3M | -1.9% | -3.5% | +1.5% | +0.5% |
| 6M | -15.3% | +1.9% | -17.2% | -16.2% |
| YTD | -21.5% | +8.3% | -29.8% | -25.4% |
| 1Y | -36.6% | +6.4% | -43.0% | -39.1% |
| 3Y | -31.2% | +30.2% | -61.4% | -43.3% |
| 5Y | -14.1% | +8.6% | -22.7% | -17.5% |
| All | -14.1% | +7.1% | -21.3% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling