+387.6%
CPRT vs XEL
+151.3%
+236.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | -8.4% | -1.2% | -7.2% | -8.0% |
| 30D | +4.6% | -2.9% | +7.5% | +5.7% |
| 3M | -1.9% | -2.7% | +0.8% | -1.0% |
| 6M | -15.3% | -6.5% | -8.8% | -13.6% |
| YTD | -21.5% | +3.6% | -25.1% | -23.0% |
| 1Y | -36.6% | +7.5% | -44.1% | -38.9% |
| 3Y | -31.2% | +46.3% | -77.5% | -42.4% |
| 5Y | -14.1% | +30.5% | -44.7% | -25.6% |
| All | +387.6% | +151.3% | +236.3% | +277.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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