+561.3%
XLP vs CPRT
+11,722.1%
-11,160.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +3.5% | +9.9% | -6.4% | +2.1% |
| 30D | +11.6% | +21.1% | -9.6% | +8.6% |
| 3M | +7.6% | +12.3% | -4.7% | +5.7% |
| 6M | +10.0% | -2.0% | +12.0% | +9.9% |
| YTD | +19.7% | -17.0% | +36.8% | +22.1% |
| 1Y | +23.5% | -22.5% | +46.0% | +27.1% |
| 3Y | +44.0% | -29.3% | +73.3% | +49.2% |
| 5Y | +42.7% | -15.6% | +58.3% | +43.0% |
| 10Y | +131.3% | +411.6% | -280.3% | +84.2% |
| All | +561.3% | +11,722.1% | -11,160.8% | +305.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling