-1.5%
XLY vs CPRT
-31.2%
+29.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -2.0% | +2.2% | -4.2% | -2.3% |
| 30D | -3.1% | +16.6% | -19.8% | -5.3% |
| 3M | -1.8% | +9.6% | -11.4% | -3.3% |
| 6M | -0.9% | -11.1% | +10.2% | +1.4% |
| YTD | -3.4% | -13.9% | +10.5% | -0.8% |
| 1Y | -1.5% | -32.5% | +31.0% | +4.7% |
| All | -1.5% | -31.2% | +29.7% | +4.7% |
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