+150.7%
XBI vs CPRT
+392.8%
-242.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | +0.3% |
| 7D | -4.6% | -8.4% | +3.8% | -0.6% |
| 30D | -0.8% | +4.6% | -5.4% | -3.3% |
| 3M | +21.8% | -1.9% | +23.8% | +21.2% |
| 6M | +23.2% | -15.3% | +38.5% | +31.7% |
| YTD | +28.7% | -21.5% | +50.2% | +41.8% |
| 1Y | +67.8% | -36.6% | +104.4% | +105.8% |
| 3Y | +100.6% | -31.2% | +131.8% | +128.4% |
| 5Y | +19.8% | -14.1% | +33.9% | +17.2% |
| All | +150.7% | +392.8% | -242.1% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling