+155.8%
KRE vs CPRT
+2,169.8%
-2,014.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +1.3% | +2.2% | -0.9% | 0.0% |
| 30D | -2.7% | +16.6% | -19.3% | -11.3% |
| 3M | +8.2% | +9.6% | -1.4% | +1.2% |
| 6M | +12.8% | -11.1% | +23.9% | +18.2% |
| YTD | +17.5% | -13.9% | +31.4% | +24.5% |
| 1Y | +16.6% | -32.5% | +49.1% | +41.5% |
| 3Y | +79.5% | -25.0% | +104.5% | +101.0% |
| 5Y | +32.4% | -7.4% | +39.8% | +27.1% |
| 10Y | +124.1% | +422.0% | -297.8% | -28.4% |
| All | +155.8% | +2,169.8% | -2,014.0% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 all: compounded portfolio wealth divided by compounded CPRT 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…
all analysis · Full analysis span regression · 6 months rolling