+1,472.6%
XLK vs CPRT
+12,173.4%
-10,700.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +0.9% | +2.2% | -1.4% | +0.2% |
| 30D | +0.7% | +16.6% | -15.9% | -3.9% |
| 3M | -2.9% | +9.6% | -12.5% | -6.5% |
| 6M | +34.3% | -11.1% | +45.4% | +37.2% |
| YTD | +30.4% | -13.9% | +44.3% | +34.1% |
| 1Y | +43.4% | -32.5% | +75.9% | +58.1% |
| 3Y | +116.8% | -25.0% | +141.9% | +130.7% |
| 5Y | +144.0% | -7.4% | +151.4% | +143.8% |
| 10Y | +778.8% | +422.0% | +356.8% | +467.5% |
| All | +1,472.6% | +12,173.4% | -10,700.8% | +499.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling