-33.8%
CPRT vs XEL
+52.8%
-86.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -1.5% | +1.4% | -2.9% | -1.6% |
| 30D | +21.4% | +9.2% | +12.2% | +20.2% |
| 3M | +10.4% | +4.5% | +5.9% | +9.8% |
| 6M | -4.3% | +3.6% | -7.9% | -4.7% |
| YTD | -18.3% | +12.9% | -31.2% | -19.5% |
| 1Y | -22.5% | +4.1% | -26.6% | -22.9% |
| All | -33.8% | +52.8% | -86.6% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling