+136.8%
XLP vs CPRT
+384.2%
-247.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.5% | -1.4% | +0.8% | -0.2% |
| 30D | +8.3% | +21.5% | -13.1% | +3.5% |
| 3M | +8.7% | +9.4% | -0.7% | +5.9% |
| 6M | +11.2% | -3.3% | +14.5% | +11.2% |
| YTD | +20.0% | -17.8% | +37.8% | +24.3% |
| 1Y | +21.3% | -22.2% | +43.5% | +27.4% |
| 3Y | +43.8% | -34.0% | +77.8% | +54.9% |
| 5Y | +43.3% | -15.4% | +58.8% | +41.8% |
| 10Y | +136.8% | +376.0% | -239.2% | +70.8% |
| All | +136.8% | +384.2% | -247.5% | +70.8% |
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