+896.5%
XLV vs CPRT
+11,558.3%
-10,661.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -3.7% | -0.4% | -3.3% | -3.6% |
| 30D | -1.1% | +8.2% | -9.4% | -2.6% |
| 3M | +8.2% | +2.3% | +5.9% | +7.5% |
| 6M | +8.9% | -14.7% | +23.7% | +11.6% |
| YTD | +8.5% | -18.2% | +26.7% | +11.9% |
| 1Y | +22.3% | -33.4% | +55.7% | +30.7% |
| 3Y | +32.6% | -28.3% | +61.0% | +38.9% |
| 5Y | +34.4% | -9.8% | +44.2% | +33.7% |
| 10Y | +175.4% | +412.4% | -237.0% | +105.7% |
| All | +896.5% | +11,558.3% | -10,661.8% | +416.8% |
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 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