+387.6%
CPRT vs XPO
+1,517.7%
-1,130.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -8.4% | -1.3% | -7.1% | -8.1% |
| 30D | +4.6% | -10.4% | +14.9% | +7.4% |
| 3M | -1.9% | -15.7% | +13.7% | +1.9% |
| 6M | -15.3% | -6.3% | -9.0% | -15.0% |
| YTD | -21.5% | +34.2% | -55.6% | -28.7% |
| 1Y | -36.6% | +39.9% | -76.6% | -43.6% |
| 3Y | -31.2% | +155.2% | -186.4% | -50.5% |
| 5Y | -14.1% | +264.7% | -278.8% | -47.2% |
| All | +387.6% | +1,517.7% | -1,130.1% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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