+111.4%
XLK vs CPRT
-18.6%
+130.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +3.4% | -0.4% | +3.7% | +3.5% |
| 30D | -10.6% | +21.2% | -31.7% | -17.8% |
| 3M | -10.6% | +8.3% | -18.9% | -14.8% |
| 6M | -3.5% | -3.4% | -0.1% | -4.1% |
| YTD | +18.7% | -18.7% | +37.4% | +28.7% |
| 1Y | +19.4% | -23.5% | +43.0% | +34.0% |
| 3Y | +94.5% | -34.2% | +128.6% | +129.5% |
| All | +111.4% | -18.6% | +130.1% | +99.4% |
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 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