+22.3%
XBI vs CPRT
-18.6%
+40.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | +2.6% | +21.2% | -18.6% | -6.0% |
| 3M | -4.0% | +8.3% | -12.3% | -8.3% |
| 6M | +10.9% | -3.4% | +14.3% | +10.9% |
| YTD | +23.6% | -18.7% | +42.3% | +33.8% |
| 1Y | +35.1% | -23.5% | +58.6% | +51.0% |
| 3Y | +125.2% | -34.2% | +159.3% | +161.0% |
| All | +22.3% | -18.6% | +40.9% | +7.2% |
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