-27.1%
CPRT vs XPO
+159.4%
-186.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | +0.4% | +2.7% | -2.3% | -0.1% |
| 30D | +9.9% | -6.2% | +16.1% | +11.0% |
| 3M | +5.6% | -15.4% | +21.0% | +8.5% |
| 6M | -13.6% | +0.7% | -14.4% | -14.7% |
| YTD | -16.7% | +39.8% | -56.6% | -23.3% |
| 1Y | -33.1% | +43.3% | -76.4% | -39.1% |
| 3Y | -27.1% | +166.0% | -193.1% | -42.8% |
| All | -27.1% | +159.4% | -186.5% | -42.8% |
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