+35.7%
XLV vs CPRT
-15.0%
+50.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.5% |
| 7D | -4.4% | -8.4% | +4.0% | -2.3% |
| 30D | -1.4% | +4.6% | -6.0% | -2.7% |
| 3M | +8.9% | -1.9% | +10.8% | +8.9% |
| 6M | +9.1% | -15.3% | +24.4% | +13.2% |
| YTD | +7.9% | -21.5% | +29.4% | +13.9% |
| 1Y | +22.7% | -36.6% | +59.4% | +37.3% |
| 3Y | +31.9% | -31.2% | +63.1% | +41.1% |
| All | +35.7% | -15.0% | +50.8% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling