+36.0%
XLB vs CPRT
-25.6%
+61.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -1.4% | +2.2% | -3.6% | -2.0% |
| 30D | -0.4% | +16.6% | -17.0% | -4.5% |
| 3M | +2.0% | +9.6% | -7.6% | -0.9% |
| 6M | +1.8% | -11.1% | +13.0% | +5.1% |
| YTD | +16.6% | -13.9% | +30.5% | +21.2% |
| 1Y | +16.9% | -32.5% | +49.5% | +31.8% |
| All | +36.0% | -25.6% | +61.6% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling