-24.4%
CPRT vs XRT
+45.1%
-69.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | +2.2% | +0.8% | +1.4% | +1.8% |
| 30D | +16.6% | -4.2% | +20.8% | +19.0% |
| 3M | +9.6% | +5.1% | +4.5% | +7.2% |
| 6M | -11.1% | +2.4% | -13.5% | -12.2% |
| YTD | -13.9% | +3.2% | -17.1% | -15.2% |
| 1Y | -32.5% | +1.5% | -34.0% | -33.2% |
| All | -24.4% | +45.1% | -69.5% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling