-17.1%
CPRT vs XRT
-5.3%
-11.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.6% |
| 7D | +6.0% | +0.9% | +5.2% | +5.6% |
| 30D | +20.0% | +7.9% | +12.1% | +15.1% |
| 3M | +10.1% | -0.2% | +10.3% | +10.3% |
| 6M | -4.3% | +5.6% | -9.9% | -7.1% |
| YTD | -18.4% | +5.7% | -24.1% | -21.0% |
| 1Y | -20.1% | +14.6% | -34.7% | -26.2% |
| 3Y | -30.4% | +50.7% | -81.1% | -46.5% |
| All | -17.1% | -5.3% | -11.8% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling