+412.4%
CPRT vs XRT
+120.9%
+291.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.9% |
| 7D | -0.4% | -2.4% | +2.0% | +0.9% |
| 30D | +8.2% | -6.9% | +15.2% | +12.4% |
| 3M | +2.3% | -0.4% | +2.7% | +2.6% |
| 6M | -14.7% | +2.2% | -17.0% | -15.9% |
| YTD | -18.2% | -0.7% | -17.5% | -18.1% |
| 1Y | -33.4% | -2.0% | -31.4% | -33.0% |
| 3Y | -28.3% | +41.0% | -69.4% | -41.8% |
| 5Y | -9.8% | -3.3% | -6.5% | -12.4% |
| 10Y | +412.4% | +124.8% | +287.5% | +161.1% |
| All | +412.4% | +120.9% | +291.4% | +161.1% |
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