+816.1%
XLB vs CPRT
+11,529.2%
-10,713.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -1.5% | +6.0% | -7.5% | -3.0% |
| 30D | +6.1% | +20.0% | -14.0% | +1.1% |
| 3M | 0.0% | +10.1% | -10.1% | -2.9% |
| 6M | 0.0% | -4.3% | +4.3% | +0.1% |
| YTD | +16.0% | -18.4% | +34.4% | +20.8% |
| 1Y | +24.7% | -20.1% | +44.8% | +30.5% |
| 3Y | +40.4% | -30.4% | +70.8% | +50.9% |
| 5Y | +30.7% | -17.0% | +47.6% | +32.9% |
| 10Y | +173.3% | +403.2% | -230.0% | +81.4% |
| All | +816.1% | +11,529.2% | -10,713.1% | +294.3% |
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 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