+146.6%
XLK vs CPRT
-8.8%
+155.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.8% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | +0.8% | +8.2% | -7.4% | -3.2% |
| 3M | +4.1% | +2.3% | +1.8% | +1.4% |
| 6M | +34.8% | -14.7% | +49.5% | +44.1% |
| YTD | +30.8% | -18.2% | +49.0% | +42.2% |
| 1Y | +42.4% | -33.4% | +75.7% | +74.0% |
| 3Y | +121.8% | -28.3% | +150.1% | +148.1% |
| 5Y | +146.6% | -9.8% | +156.4% | +120.9% |
| All | +146.6% | -8.8% | +155.4% | +120.9% |
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