+64.7%
XLC vs CPRT
-34.3%
+99.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +3.7% | -0.4% | +4.1% | +3.8% |
| 30D | -1.9% | +21.2% | -23.1% | -6.1% |
| 3M | -3.1% | +8.3% | -11.4% | -5.3% |
| 6M | -6.4% | -3.4% | -3.0% | -6.0% |
| YTD | -6.8% | -18.7% | +11.9% | -2.4% |
| 1Y | -1.7% | -23.5% | +21.8% | +4.7% |
| 3Y | +64.7% | -34.2% | +98.8% | +81.4% |
| All | +64.7% | -34.3% | +99.0% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling