+169.4%
XLV vs CPRT
+380.0%
-210.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.6% |
| 7D | -3.6% | -11.2% | +7.6% | -0.1% |
| 30D | -1.8% | +3.3% | -5.1% | -3.1% |
| 3M | +7.8% | -3.6% | +11.4% | +8.3% |
| 6M | +9.1% | -15.8% | +24.9% | +14.1% |
| YTD | +7.7% | -23.5% | +31.2% | +15.7% |
| 1Y | +20.4% | -38.8% | +59.2% | +38.5% |
| 3Y | +30.8% | -33.4% | +64.2% | +43.6% |
| 5Y | +34.6% | -16.4% | +51.0% | +33.6% |
| All | +169.4% | +380.0% | -210.6% | +57.3% |
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 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