+35.1%
XBI vs CPRT
-22.5%
+57.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | +2.6% | +21.2% | -18.6% | +1.4% |
| 3M | -4.0% | +8.3% | -12.3% | -4.2% |
| 6M | +10.9% | -3.4% | +14.3% | +11.4% |
| YTD | +23.6% | -18.7% | +42.3% | +22.4% |
| 1Y | +35.1% | -23.5% | +58.6% | +30.3% |
| All | +35.1% | -22.5% | +57.6% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling