+2,050.6%
CPRT vs XME
+179.0%
+1,871.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | +4.0% | -0.2% | +4.2% | +3.9% |
| 30D | +18.2% | -9.2% | +27.4% | +21.0% |
| 3M | +9.2% | -17.8% | +26.9% | +14.6% |
| 6M | -4.8% | -20.0% | +15.2% | -0.2% |
| YTD | -17.5% | -6.6% | -10.9% | -18.0% |
| 1Y | -22.0% | +1.8% | -23.8% | -24.6% |
| 3Y | -33.7% | +98.7% | -132.4% | -48.5% |
| 5Y | -15.0% | +123.9% | -138.9% | -37.6% |
| 10Y | +385.2% | +277.9% | +107.3% | +187.7% |
| All | +2,050.6% | +179.0% | +1,871.7% | +1,030.0% |
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