+12.3%
XLI vs CPRT
-24.7%
+37.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.1% | -1.2% |
| 7D | +0.6% | +12.6% | -12.1% | +0.3% |
| 30D | -0.4% | +18.0% | -18.4% | -0.8% |
| 3M | -8.8% | +11.0% | -19.8% | -9.1% |
| 6M | -0.4% | -2.0% | +1.6% | +0.3% |
| YTD | +10.1% | -16.7% | +26.8% | +12.8% |
| 1Y | +12.3% | -23.9% | +36.2% | +15.0% |
| All | +12.3% | -24.7% | +37.0% | +15.0% |
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