-33.7%
CPRT vs XME
+99.4%
-133.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | +18.2% | -9.2% | +27.4% | +19.4% |
| 3M | +9.2% | -17.8% | +26.9% | +11.4% |
| 6M | -4.8% | -20.0% | +15.2% | -2.6% |
| YTD | -17.5% | -6.6% | -10.9% | -18.3% |
| 1Y | -22.0% | +1.8% | -23.8% | -24.1% |
| 3Y | -33.7% | +98.7% | -132.4% | -48.6% |
| All | -33.7% | +99.4% | -133.1% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling