+43.4%
XLK vs CPRT
-31.2%
+74.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +0.9% | +2.2% | -1.4% | +1.1% |
| 30D | +0.7% | +16.6% | -15.9% | +2.6% |
| 3M | -2.9% | +9.6% | -12.5% | -1.3% |
| 6M | +34.3% | -11.1% | +45.4% | +38.1% |
| YTD | +30.4% | -13.9% | +44.3% | +34.7% |
| 1Y | +43.4% | -32.5% | +75.9% | +49.4% |
| All | +43.4% | -31.2% | +74.6% | +49.4% |
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