+1,117.4%
XLI vs CPRT
+12,173.4%
-11,056.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.1% | +2.2% | -3.3% | -1.6% |
| 30D | -5.9% | +16.6% | -22.6% | -9.8% |
| 3M | -0.3% | +9.6% | -9.8% | -3.2% |
| 6M | +0.1% | -11.1% | +11.3% | +2.3% |
| YTD | +13.6% | -13.9% | +27.5% | +16.7% |
| 1Y | +17.2% | -32.5% | +49.7% | +28.0% |
| 3Y | +68.2% | -25.0% | +93.2% | +77.7% |
| 5Y | +80.7% | -7.4% | +88.1% | +79.2% |
| 10Y | +253.3% | +422.0% | -168.7% | +136.0% |
| All | +1,117.4% | +12,173.4% | -11,056.0% | +421.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling