-33.5%
CPRT vs XPO
+128.6%
-162.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | +21.5% | +4.7% | +16.8% | +20.4% |
| 3M | +9.4% | -7.1% | +16.5% | +10.6% |
| 6M | -3.3% | -6.3% | +2.9% | -2.9% |
| YTD | -17.8% | +39.1% | -56.9% | -24.3% |
| 1Y | -22.2% | +36.7% | -58.9% | -28.2% |
| All | -33.5% | +128.6% | -162.1% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling