+42.7%
XLP vs CPRT
-17.2%
+59.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +3.5% | +9.9% | -6.4% | +1.5% |
| 30D | +11.6% | +21.1% | -9.6% | +7.4% |
| 3M | +7.6% | +12.3% | -4.7% | +4.7% |
| 6M | +10.0% | -2.0% | +12.0% | +9.7% |
| YTD | +19.7% | -17.0% | +36.8% | +23.1% |
| 1Y | +23.5% | -22.5% | +46.0% | +28.8% |
| 3Y | +44.0% | -29.3% | +73.3% | +50.5% |
| 5Y | +42.7% | -15.6% | +58.3% | +35.0% |
| All | +42.7% | -17.2% | +59.9% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling