+135.9%
XLU vs CPRT
+380.0%
-244.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.3% |
| 7D | -1.6% | -11.2% | +9.6% | +1.1% |
| 30D | -3.3% | +3.3% | -6.6% | -4.3% |
| 3M | -3.2% | -3.6% | +0.4% | -2.9% |
| 6M | -7.0% | -15.8% | +8.8% | -3.8% |
| YTD | +0.6% | -23.5% | +24.1% | +6.3% |
| 1Y | +2.4% | -38.8% | +41.2% | +14.4% |
| 3Y | +46.3% | -33.4% | +79.7% | +56.8% |
| 5Y | +44.0% | -16.4% | +60.3% | +41.4% |
| All | +135.9% | +380.0% | -244.1% | +65.8% |
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