+14.7%
XLF vs CPRT
-24.7%
+39.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.0% | -1.5% | +2.8% |
| 7D | +5.5% | +12.6% | -7.2% | +3.8% |
| 30D | +9.9% | +18.0% | -8.1% | +7.4% |
| 3M | +2.6% | +11.0% | -8.3% | +0.7% |
| 6M | +15.6% | -2.0% | +17.6% | +15.8% |
| YTD | +9.4% | -16.7% | +26.1% | +12.5% |
| 1Y | +14.7% | -23.9% | +38.6% | +17.9% |
| All | +14.7% | -24.7% | +39.4% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling