+246.5%
XLF vs CPRT
+392.8%
-146.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.4% |
| 7D | -2.9% | -8.4% | +5.5% | +0.7% |
| 30D | -1.6% | +4.6% | -6.2% | -4.0% |
| 3M | +9.3% | -1.9% | +11.2% | +8.9% |
| 6M | +14.6% | -15.3% | +29.9% | +21.5% |
| YTD | +4.7% | -21.5% | +26.2% | +14.4% |
| 1Y | +8.6% | -36.6% | +45.3% | +30.4% |
| 3Y | +73.9% | -31.2% | +105.0% | +96.5% |
| 5Y | +65.0% | -14.1% | +79.2% | +63.1% |
| All | +246.5% | +392.8% | -146.3% | +66.0% |
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