+29.0%
XLB vs CPRT
-17.4%
+46.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -1.5% | +6.0% | -7.5% | -3.5% |
| 30D | +6.1% | +20.0% | -14.0% | -0.4% |
| 3M | 0.0% | +10.1% | -10.1% | -4.0% |
| 6M | 0.0% | -4.3% | +4.3% | +0.4% |
| YTD | +16.0% | -18.4% | +34.4% | +23.4% |
| 1Y | +24.7% | -20.1% | +44.8% | +33.6% |
| 3Y | +40.4% | -30.4% | +70.8% | +54.8% |
| All | +29.0% | -17.4% | +46.5% | +22.8% |
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