+164.7%
XLB vs CPRT
+370.9%
-206.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | 0.0% | -1.5% | +1.5% | +0.6% |
| 30D | +5.3% | +21.4% | -16.1% | -2.7% |
| 3M | 0.0% | +10.4% | -10.4% | -4.8% |
| 6M | +1.2% | -4.3% | +5.5% | +1.5% |
| YTD | +16.9% | -18.3% | +35.2% | +24.6% |
| 1Y | +20.9% | -22.5% | +43.4% | +31.7% |
| 3Y | +43.3% | -34.3% | +77.6% | +64.3% |
| 5Y | +28.3% | -17.8% | +46.1% | +29.2% |
| All | +164.7% | +370.9% | -206.2% | +40.3% |
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 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