+159.6%
XLB vs CPRT
+411.2%
-251.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | +0.4% |
| 7D | -0.2% | +0.4% | -0.7% | -0.5% |
| 30D | -1.7% | +9.9% | -11.7% | -5.9% |
| 3M | +4.4% | +5.6% | -1.3% | +1.1% |
| 6M | +5.0% | -13.6% | +18.6% | +10.3% |
| YTD | +15.5% | -16.7% | +32.2% | +22.7% |
| 1Y | +14.9% | -33.1% | +48.0% | +34.0% |
| 3Y | +34.5% | -27.1% | +61.6% | +47.6% |
| 5Y | +36.5% | -9.9% | +46.4% | +32.4% |
| 10Y | +159.6% | +415.3% | -255.7% | +28.5% |
| All | +159.6% | +411.2% | -251.6% | +28.5% |
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 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