+869.9%
XBI vs CPRT
+1,937.1%
-1,067.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | -4.0% | +8.3% | -12.3% | -8.6% |
| 6M | +10.9% | -3.4% | +14.3% | +10.2% |
| YTD | +23.6% | -18.7% | +42.3% | +32.3% |
| 1Y | +35.1% | -23.5% | +58.6% | +48.7% |
| 3Y | +125.2% | -34.2% | +159.3% | +160.5% |
| 5Y | +19.7% | -18.2% | +37.9% | +22.4% |
| 10Y | +130.6% | +370.9% | -240.4% | -0.5% |
| All | +869.9% | +1,937.1% | -1,067.2% | +126.5% |
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