+36.5%
XLB vs CPRT
-7.1%
+43.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | -1.4% | +2.2% | -3.6% | -2.2% |
| 30D | -0.4% | +16.6% | -17.0% | -6.0% |
| 3M | +2.0% | +9.6% | -7.6% | -2.0% |
| 6M | +1.8% | -11.1% | +13.0% | +5.7% |
| YTD | +16.6% | -13.9% | +30.5% | +22.0% |
| 1Y | +16.9% | -32.5% | +49.5% | +35.0% |
| 3Y | +32.6% | -25.0% | +57.6% | +42.5% |
| All | +36.5% | -7.1% | +43.7% | +24.4% |
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