+231.7%
XLI vs CPRT
+384.2%
-152.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +0.9% | -1.4% | +2.3% | +1.5% |
| 30D | +1.1% | +21.5% | -20.4% | -6.8% |
| 3M | -7.7% | +9.4% | -17.1% | -12.0% |
| 6M | -1.8% | -3.3% | +1.5% | -2.4% |
| YTD | +11.1% | -17.8% | +28.9% | +17.9% |
| 1Y | +12.1% | -22.2% | +34.3% | +21.8% |
| 3Y | +73.8% | -34.0% | +107.8% | +99.5% |
| 5Y | +73.8% | -15.4% | +89.2% | +73.0% |
| 10Y | +231.7% | +376.0% | -144.3% | +68.6% |
| All | +231.7% | +384.2% | -152.5% | +68.6% |
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