-34.0%
CPRT vs XPO
+40.3%
-74.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.5% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | +8.2% | -8.1% | +16.3% | +8.8% |
| 3M | +2.3% | -19.0% | +21.3% | +4.0% |
| 6M | -14.7% | -5.2% | -9.6% | -15.2% |
| YTD | -18.2% | +35.6% | -53.8% | -20.8% |
| All | -34.0% | +40.3% | -74.3% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling