+10.2%
XLF vs CPRT
-22.3%
+32.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +1.2% | -1.5% | +2.7% | +1.5% |
| 30D | +6.2% | +21.3% | -15.1% | +3.5% |
| 3M | +0.9% | +10.4% | -9.5% | -1.0% |
| 6M | +13.6% | -4.3% | +18.0% | +14.4% |
| YTD | +7.6% | -18.3% | +25.9% | +11.1% |
| 1Y | +10.2% | -22.5% | +32.7% | +13.3% |
| All | +10.2% | -22.3% | +32.5% | +13.3% |
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