+20.8%
XBI vs CPRT
-8.8%
+29.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -0.8% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | +0.9% | +8.2% | -7.4% | -3.0% |
| 3M | +21.4% | +2.3% | +19.1% | +18.8% |
| 6M | +25.5% | -14.7% | +40.2% | +34.2% |
| YTD | +30.8% | -18.2% | +49.0% | +41.7% |
| 1Y | +68.6% | -33.4% | +101.9% | +103.5% |
| 3Y | +103.9% | -28.3% | +132.3% | +123.6% |
| 5Y | +20.8% | -9.8% | +30.6% | +1.8% |
| All | +20.8% | -8.8% | +29.6% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling