+649.7%
XLU vs CPRT
+11,765.8%
-11,116.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.3% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | -0.4% | +9.9% | -10.3% | -1.8% |
| 3M | +0.5% | +5.6% | -5.2% | -0.6% |
| 6M | -5.8% | -13.6% | +7.8% | -4.2% |
| YTD | +3.1% | -16.7% | +19.9% | +5.3% |
| 1Y | +8.1% | -33.1% | +41.2% | +13.8% |
| 3Y | +50.5% | -27.1% | +77.6% | +55.4% |
| 5Y | +44.7% | -9.9% | +54.6% | +43.4% |
| 10Y | +136.8% | +415.3% | -278.5% | +86.5% |
| All | +649.7% | +11,765.8% | -11,116.0% | +360.6% |
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 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