+75.2%
XLF vs CPRT
-27.3%
+102.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.5% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | -0.5% | +9.9% | -10.4% | -3.4% |
| 3M | +10.6% | +5.6% | +5.0% | +8.3% |
| 6M | +14.3% | -13.6% | +27.9% | +19.3% |
| YTD | +5.5% | -16.7% | +22.3% | +11.2% |
| 1Y | +9.6% | -33.1% | +42.7% | +24.7% |
| 3Y | +75.2% | -27.1% | +102.2% | +88.3% |
| All | +75.2% | -27.3% | +102.5% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling