+376.0%
CPRT vs XRT
+145.8%
+230.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.4% | -1.4% | +0.1% | -0.7% |
| 30D | +21.5% | +9.8% | +11.7% | +15.7% |
| 3M | +9.4% | +3.3% | +6.1% | +7.6% |
| 6M | -3.3% | +13.6% | -16.9% | -9.6% |
| YTD | -17.8% | +9.1% | -26.9% | -21.7% |
| 1Y | -22.2% | +15.1% | -37.2% | -28.0% |
| 3Y | -34.0% | +59.9% | -93.9% | -49.8% |
| 5Y | -15.4% | -1.7% | -13.7% | -18.6% |
| 10Y | +376.0% | +141.1% | +234.8% | +136.3% |
| All | +376.0% | +145.8% | +230.1% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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