+1,101.4%
XLY vs CPRT
+11,558.3%
-10,456.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | -6.0% | +8.2% | -14.3% | -8.2% |
| 3M | -2.7% | +2.3% | -5.0% | -3.9% |
| 6M | -1.5% | -14.7% | +13.3% | +2.1% |
| YTD | -5.4% | -18.2% | +12.7% | -1.1% |
| 1Y | -3.8% | -33.4% | +29.5% | +6.2% |
| 3Y | +36.6% | -28.3% | +64.9% | +47.2% |
| 5Y | +27.4% | -9.8% | +37.2% | +29.0% |
| 10Y | +218.2% | +412.4% | -194.2% | +115.6% |
| All | +1,101.4% | +11,558.3% | -10,456.9% | +437.5% |
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