+64.4%
XLF vs CPRT
-8.8%
+73.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -1.3% | +8.2% | -9.5% | -4.5% |
| 3M | +9.1% | +2.3% | +6.9% | +7.3% |
| 6M | +14.4% | -14.7% | +29.1% | +20.5% |
| YTD | +5.1% | -18.2% | +23.3% | +12.2% |
| 1Y | +8.6% | -33.4% | +42.0% | +25.9% |
| 3Y | +74.4% | -28.3% | +102.8% | +91.5% |
| 5Y | +64.4% | -9.8% | +74.2% | +53.3% |
| All | +64.4% | -8.8% | +73.2% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling