+4,632.6%
CPRT vs XPO
+10,316.6%
-5,683.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | -0.1% |
| 7D | +2.2% | +2.4% | -0.2% | +1.9% |
| 30D | +16.6% | -3.5% | +20.2% | +17.1% |
| 3M | +9.6% | -11.9% | +21.5% | +11.0% |
| 6M | -11.1% | -10.0% | -1.2% | -10.5% |
| YTD | -13.9% | +42.1% | -55.9% | -18.2% |
| 1Y | -32.5% | +47.6% | -80.1% | -36.4% |
| 3Y | -25.0% | +153.6% | -178.6% | -35.0% |
| 5Y | -7.4% | +266.5% | -273.9% | -24.7% |
| 10Y | +422.0% | +1,460.4% | -1,038.5% | +268.4% |
| All | +4,632.6% | +10,316.6% | -5,683.9% | +2,708.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling