+70.0%
XLI vs CPRT
-14.6%
+84.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.3% | +3.3% |
| 7D | -0.5% | +1.6% | -2.1% | -1.0% |
| 30D | -0.2% | +18.8% | -19.0% | -5.7% |
| 3M | -8.6% | +9.4% | -18.0% | -11.9% |
| 6M | -2.0% | -4.4% | +2.4% | -1.5% |
| YTD | +9.7% | -17.1% | +26.9% | +16.0% |
| 1Y | +11.4% | -19.9% | +31.3% | +19.3% |
| 3Y | +74.2% | -30.5% | +104.7% | +93.8% |
| 5Y | +70.0% | -15.9% | +85.9% | +65.9% |
| All | +70.0% | -14.6% | +84.6% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling