+101.4%
XLP vs CPRT
+423.6%
-322.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.0% | +2.2% | -3.2% | -1.6% |
| 30D | -0.9% | +16.6% | -17.5% | -4.6% |
| 3M | +3.8% | +9.6% | -5.8% | +1.2% |
| 6M | -1.7% | -11.1% | +9.4% | +0.5% |
| YTD | +10.3% | -13.9% | +24.1% | +13.3% |
| 1Y | +7.8% | -32.5% | +40.3% | +17.4% |
| 3Y | +27.2% | -25.0% | +52.2% | +32.8% |
| 5Y | +32.5% | -7.4% | +39.9% | +28.3% |
| All | +101.4% | +423.6% | -322.3% | +34.7% |
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