-9.9%
CPRT vs XME
+179.6%
-189.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.6% |
| 7D | +0.4% | +3.6% | -3.2% | -0.4% |
| 30D | +9.9% | +3.6% | +6.3% | +8.9% |
| 3M | +5.6% | +1.2% | +4.4% | +5.0% |
| 6M | -13.6% | +9.0% | -22.7% | -16.4% |
| YTD | -16.7% | +15.9% | -32.7% | -21.2% |
| 1Y | -33.1% | +43.2% | -76.3% | -41.0% |
| 3Y | -27.1% | +137.4% | -164.4% | -46.6% |
| 5Y | -9.9% | +185.0% | -194.9% | -39.5% |
| All | -9.9% | +179.6% | -189.5% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling