+15.8%
XLI vs CPRT
-34.0%
+49.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | -6.9% | +8.2% | -15.2% | -7.4% |
| 3M | -1.9% | +2.3% | -4.2% | -2.0% |
| 6M | +1.0% | -14.7% | +15.8% | +3.5% |
| YTD | +11.3% | -18.2% | +29.5% | +14.4% |
| 1Y | +15.8% | -33.4% | +49.2% | +22.1% |
| All | +15.8% | -34.0% | +49.8% | +22.1% |
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