+2,145.2%
CPRT vs XME
+242.3%
+1,902.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +16.6% | +6.0% | +10.7% | +14.6% |
| 3M | +9.6% | -7.7% | +17.3% | +11.3% |
| 6M | -11.1% | +1.0% | -12.1% | -12.6% |
| YTD | -13.9% | +14.6% | -28.5% | -18.8% |
| 1Y | -32.5% | +46.0% | -78.5% | -41.2% |
| 3Y | -25.0% | +127.0% | -152.0% | -43.6% |
| 5Y | -7.4% | +175.8% | -183.2% | -35.6% |
| 10Y | +422.0% | +414.6% | +7.3% | +184.9% |
| All | +2,145.2% | +242.3% | +1,902.9% | +1,019.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling