+227.3%
XLI vs CPRT
+370.9%
-143.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +4.3% | -1.5% | +5.8% | +4.9% |
| 30D | +0.5% | +21.4% | -20.9% | -7.4% |
| 3M | -8.6% | +10.4% | -19.0% | -13.2% |
| 6M | -2.3% | -4.3% | +2.0% | -2.5% |
| YTD | +10.1% | -18.3% | +28.4% | +17.1% |
| 1Y | +11.0% | -22.5% | +33.5% | +20.8% |
| 3Y | +72.3% | -34.3% | +106.6% | +98.1% |
| 5Y | +70.8% | -17.8% | +88.6% | +72.4% |
| All | +227.3% | +370.9% | -143.6% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling