-33.1%
CPRT vs XRT
-1.4%
-31.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.6% |
| 30D | +9.9% | -5.6% | +15.5% | +13.0% |
| 3M | +5.6% | +2.5% | +3.1% | +5.0% |
| 6M | -13.6% | +3.7% | -17.3% | -14.8% |
| YTD | -16.7% | +1.0% | -17.7% | -16.7% |
| 1Y | -33.1% | -1.2% | -31.9% | -32.9% |
| All | -33.1% | -1.4% | -31.8% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling