+20.7%
XLK vs CPRT
-24.7%
+45.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | +0.8% |
| 7D | -7.6% | +12.6% | -20.2% | -5.8% |
| 30D | -12.2% | +18.0% | -30.1% | -9.8% |
| 3M | -5.5% | +11.0% | -16.4% | -3.3% |
| 6M | +9.2% | -2.0% | +11.2% | +12.3% |
| YTD | +23.0% | -16.7% | +39.7% | +28.5% |
| 1Y | +20.7% | -23.9% | +44.6% | +26.1% |
| All | +20.7% | -24.7% | +45.4% | +26.1% |
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