+215.1%
XLF vs CPRT
+370.9%
-155.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +1.2% | -1.5% | +2.7% | +1.9% |
| 30D | +6.2% | +21.3% | -15.1% | -2.2% |
| 3M | +0.9% | +10.4% | -9.5% | -4.3% |
| 6M | +13.6% | -4.3% | +18.0% | +13.9% |
| YTD | +7.6% | -18.3% | +25.9% | +15.0% |
| 1Y | +10.2% | -22.5% | +32.7% | +20.5% |
| 3Y | +79.8% | -34.3% | +114.2% | +107.6% |
| 5Y | +58.0% | -17.8% | +75.8% | +59.6% |
| All | +215.1% | +370.9% | -155.7% | +55.5% |
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