+135.4%
XLP vs CPRT
+382.0%
-246.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | +2.3% | +4.0% | -1.7% | +1.4% |
| 30D | +9.1% | +18.2% | -9.1% | +4.9% |
| 3M | +7.9% | +9.2% | -1.3% | +5.2% |
| 6M | +9.6% | -4.8% | +14.4% | +10.1% |
| YTD | +19.4% | -17.5% | +36.9% | +23.6% |
| 1Y | +22.4% | -22.0% | +44.4% | +28.4% |
| 3Y | +43.2% | -33.7% | +76.9% | +54.0% |
| 5Y | +42.6% | -15.0% | +57.5% | +40.9% |
| 10Y | +135.4% | +385.2% | -249.7% | +70.1% |
| All | +135.4% | +382.0% | -246.6% | +70.1% |
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