+33.6%
XLY vs CPRT
-33.2%
+66.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.7% |
| 7D | -1.7% | -11.2% | +9.5% | +2.1% |
| 30D | -4.2% | +3.3% | -7.5% | -5.6% |
| 3M | -2.7% | -3.6% | +0.9% | -2.2% |
| 6M | -0.6% | -15.8% | +15.1% | +5.1% |
| YTD | -5.0% | -23.5% | +18.5% | +4.1% |
| 1Y | -4.1% | -38.8% | +34.7% | +16.0% |
| 3Y | +33.6% | -33.4% | +67.0% | +46.9% |
| All | +33.6% | -33.2% | +66.8% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling