+429.4%
XLF vs CPRT
+11,485.5%
-11,056.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +2.7% | -0.4% | +3.0% | +2.8% |
| 30D | +7.6% | +21.2% | -13.5% | +1.7% |
| 3M | +1.1% | +8.3% | -7.2% | -1.8% |
| 6M | +15.9% | -3.4% | +19.3% | +15.7% |
| YTD | +8.4% | -18.7% | +27.1% | +13.5% |
| 1Y | +12.5% | -23.5% | +36.0% | +19.8% |
| 3Y | +81.6% | -34.2% | +115.7% | +100.1% |
| 5Y | +59.3% | -18.2% | +77.5% | +63.0% |
| 10Y | +225.4% | +370.9% | -145.5% | +106.5% |
| All | +429.4% | +11,485.5% | -11,056.1% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling