+124.6%
XLP vs CPRT
+398.2%
-273.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | +0.7% | +6.0% | -5.3% | -0.6% |
| 30D | +10.3% | +20.0% | -9.8% | +5.6% |
| 3M | +6.5% | +10.1% | -3.6% | +3.7% |
| 6M | +8.4% | -4.3% | +12.7% | +8.7% |
| YTD | +18.2% | -18.4% | +36.6% | +22.7% |
| 1Y | +22.4% | -20.1% | +42.5% | +27.6% |
| 3Y | +41.9% | -30.4% | +72.3% | +50.6% |
| 5Y | +40.9% | -17.0% | +57.8% | +40.0% |
| All | +124.6% | +398.2% | -273.7% | +63.9% |
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 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