+820.5%
XLB vs CPRT
+12,173.4%
-11,352.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| YTD | +16.6% | -13.9% | +30.5% | +20.0% |
| 1Y | +16.9% | -32.5% | +49.5% | +28.1% |
| 3Y | +32.6% | -25.0% | +57.6% | +40.1% |
| 5Y | +35.6% | -7.4% | +43.0% | +34.5% |
| 10Y | +160.0% | +422.0% | -262.0% | +71.4% |
| All | +820.5% | +12,173.4% | -11,352.9% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling