+215.2%
XLY vs CPRT
+380.0%
-164.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.1% |
| 7D | -1.7% | -11.2% | +9.5% | +3.9% |
| 30D | -4.2% | +3.3% | -7.5% | -6.2% |
| 3M | -2.7% | -3.6% | +0.9% | -2.3% |
| 6M | -0.6% | -15.8% | +15.1% | +6.3% |
| YTD | -5.0% | -23.5% | +18.5% | +6.1% |
| 1Y | -4.1% | -38.8% | +34.7% | +19.7% |
| 3Y | +33.6% | -33.4% | +67.0% | +56.5% |
| 5Y | +28.7% | -16.4% | +45.1% | +30.8% |
| All | +215.2% | +380.0% | -164.8% | +71.0% |
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