+2.4%
XLU vs CPRT
-38.3%
+40.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.2% |
| 7D | -1.6% | -11.2% | +9.6% | -1.3% |
| 30D | -3.3% | +3.3% | -6.6% | -3.4% |
| 3M | -3.2% | -3.6% | +0.4% | -3.2% |
| 6M | -7.0% | -15.8% | +8.8% | -7.1% |
| YTD | +0.6% | -23.5% | +24.1% | +0.3% |
| 1Y | +2.4% | -38.8% | +41.2% | +7.0% |
| All | +2.4% | -38.3% | +40.8% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling