+776.9%
XLK vs CPRT
+392.8%
+384.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +0.5% |
| 7D | -0.4% | -8.4% | +8.0% | +3.8% |
| 30D | -0.5% | +4.6% | -5.1% | -3.3% |
| 3M | +5.0% | -1.9% | +6.9% | +4.0% |
| 6M | +32.9% | -15.3% | +48.2% | +41.3% |
| YTD | +29.0% | -21.5% | +50.4% | +41.8% |
| 1Y | +37.8% | -36.6% | +74.5% | +69.8% |
| 3Y | +118.7% | -31.2% | +149.9% | +151.2% |
| 5Y | +145.6% | -14.1% | +159.7% | +143.7% |
| All | +776.9% | +392.8% | +384.1% | +345.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling