+412.4%
CPRT vs XME
+412.4%
0.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +8.2% | +1.4% | +6.8% | +7.7% |
| 3M | +2.3% | +2.7% | -0.4% | +0.8% |
| 6M | -14.7% | +6.5% | -21.3% | -17.7% |
| YTD | -18.2% | +15.2% | -33.4% | -23.5% |
| 1Y | -33.4% | +43.5% | -76.9% | -42.8% |
| 3Y | -28.3% | +135.9% | -164.2% | -49.5% |
| 5Y | -9.8% | +181.5% | -191.3% | -42.3% |
| 10Y | +412.4% | +436.9% | -24.5% | +122.3% |
| All | +412.4% | +412.4% | 0.0% | +122.3% |
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