+141.4%
XLC vs CPRT
+123.8%
+17.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | +1.0% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | +0.2% | +9.9% | -9.7% | -4.2% |
| 3M | +0.6% | +5.6% | -5.0% | -2.8% |
| 6M | -4.5% | -13.6% | +9.1% | +0.8% |
| YTD | -4.7% | -16.7% | +12.0% | +1.8% |
| 1Y | -1.7% | -33.1% | +31.5% | +16.0% |
| 3Y | +72.3% | -27.1% | +99.3% | +89.4% |
| 5Y | +37.8% | -9.9% | +47.6% | +32.7% |
| All | +141.4% | +123.8% | +17.6% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling