-7.0%
CPRT vs XE
-47.4%
+40.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.2% | +4.2% | -4.4% |
| 7D | -8.4% | -11.4% | +3.0% | -8.9% |
| 30D | +4.6% | -23.0% | +27.6% | +3.2% |
| 3M | -1.9% | -12.1% | +10.2% | -2.1% |
| All | -7.0% | -47.4% | +40.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling