+363.9%
CPRT vs XME
+266.4%
+97.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | -1.5% | +5.3% | -6.8% | -3.0% |
| 30D | +21.4% | -8.2% | +29.6% | +24.0% |
| 3M | +10.4% | -18.4% | +28.8% | +16.5% |
| 6M | -4.3% | -22.8% | +18.5% | +1.8% |
| YTD | -18.3% | -7.9% | -10.4% | -18.8% |
| 1Y | -22.5% | -0.9% | -21.6% | -25.1% |
| 3Y | -34.3% | +96.0% | -130.3% | -51.5% |
| 5Y | -17.8% | +110.3% | -128.1% | -42.5% |
| All | +363.9% | +266.4% | +97.6% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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