+386.7%
CPRT vs XRT
+163.3%
+223.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | -0.4% |
| 7D | +1.6% | +2.5% | -0.8% | +0.3% |
| 30D | +18.8% | +10.3% | +8.4% | +12.8% |
| 3M | +9.4% | +2.4% | +7.0% | +8.1% |
| 6M | -4.4% | +10.0% | -14.4% | -9.1% |
| YTD | -17.1% | +9.5% | -26.7% | -21.2% |
| 1Y | -19.9% | +17.2% | -37.1% | -26.6% |
| 3Y | -30.5% | +62.0% | -92.5% | -47.5% |
| 5Y | -15.9% | -2.1% | -13.8% | -18.9% |
| 10Y | +386.7% | +152.6% | +234.1% | +140.3% |
| All | +386.7% | +163.3% | +223.4% | +140.3% |
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