+9.1%
XLF vs CPRT
-31.2%
+40.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | 0.0% | +2.2% | -2.2% | -0.3% |
| 30D | +0.2% | +16.6% | -16.5% | -2.4% |
| 3M | +11.7% | +9.6% | +2.1% | +9.9% |
| 6M | +13.8% | -11.1% | +24.9% | +16.9% |
| YTD | +7.0% | -13.9% | +20.9% | +10.3% |
| 1Y | +9.1% | -32.5% | +41.7% | +18.9% |
| All | +9.1% | -31.2% | +40.4% | +18.9% |
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