+127.5%
XLC vs CPRT
+119.3%
+8.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +1.1% |
| 7D | +4.9% | +6.0% | -1.1% | +2.2% |
| 30D | -5.8% | +20.0% | -25.8% | -13.2% |
| 3M | -5.4% | +10.1% | -15.6% | -10.3% |
| 6M | -10.2% | -4.3% | -5.9% | -10.0% |
| YTD | -10.2% | -18.4% | +8.2% | -3.8% |
| 1Y | -5.6% | -20.1% | +14.5% | +1.9% |
| 3Y | +61.0% | -30.4% | +91.4% | +79.9% |
| 5Y | +35.2% | -17.0% | +52.2% | +34.6% |
| All | +127.5% | +119.3% | +8.2% | +34.1% |
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