+133.6%
XLC vs CPRT
+119.7%
+13.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.7% |
| 7D | +3.1% | -1.5% | +4.6% | +3.7% |
| 30D | -4.2% | +21.4% | -25.6% | -12.1% |
| 3M | -2.1% | +10.4% | -12.5% | -7.3% |
| 6M | -6.6% | -4.3% | -2.3% | -6.4% |
| YTD | -7.8% | -18.3% | +10.5% | -1.3% |
| 1Y | -4.1% | -22.5% | +18.4% | +5.1% |
| 3Y | +62.6% | -34.3% | +97.0% | +87.3% |
| 5Y | +39.6% | -17.8% | +57.4% | +39.6% |
| All | +133.6% | +119.7% | +13.9% | +37.5% |
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