+32.9%
XLV vs CPRT
-24.7%
+57.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.0% | -2.0% | +2.3% |
| 7D | +5.5% | +12.6% | -7.1% | +3.5% |
| 30D | +13.3% | +18.0% | -4.7% | +10.3% |
| 3M | +17.4% | +11.0% | +6.5% | +15.3% |
| 6M | +32.1% | -2.0% | +34.1% | +31.4% |
| YTD | +24.0% | -16.7% | +40.7% | +25.2% |
| 1Y | +32.9% | -23.9% | +56.8% | +34.3% |
| All | +32.9% | -24.7% | +57.6% | +34.3% |
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