+46.7%
XLU vs CPRT
-31.4%
+78.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.6% |
| 7D | -1.2% | -8.4% | +7.2% | -0.4% |
| 30D | -2.5% | +4.6% | -7.1% | -3.1% |
| 3M | -2.7% | -1.9% | -0.8% | -2.7% |
| 6M | -7.5% | -15.3% | +7.9% | -6.0% |
| YTD | +0.9% | -21.5% | +22.4% | +3.3% |
| 1Y | +3.3% | -36.6% | +39.9% | +9.1% |
| All | +46.7% | -31.4% | +78.1% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling