-17.8%
CPRT vs XEL
+50.9%
-68.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -1.5% | +1.4% | -2.9% | -1.8% |
| 30D | +21.4% | +9.2% | +12.2% | +19.2% |
| 3M | +10.4% | +4.5% | +5.9% | +9.4% |
| 6M | -4.3% | +3.6% | -7.9% | -5.1% |
| YTD | -18.3% | +12.9% | -31.2% | -20.6% |
| 1Y | -22.5% | +4.1% | -26.6% | -23.4% |
| 3Y | -34.3% | +52.3% | -86.6% | -41.2% |
| 5Y | -17.8% | +51.6% | -69.4% | -24.3% |
| All | -17.8% | +50.9% | -68.7% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling