+4,367.4%
CPRT vs XPO
+10,300.9%
-5,933.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.8% |
| 7D | -0.4% | +9.0% | -9.3% | -1.4% |
| 30D | +21.2% | +4.2% | +17.0% | +20.5% |
| 3M | +8.3% | -8.7% | +17.0% | +9.4% |
| 6M | -3.4% | -2.8% | -0.6% | -3.5% |
| YTD | -18.7% | +41.9% | -60.6% | -22.9% |
| 1Y | -23.5% | +42.3% | -65.8% | -27.5% |
| 3Y | -34.2% | +127.3% | -161.4% | -42.1% |
| 5Y | -18.2% | +306.4% | -324.6% | -34.1% |
| 10Y | +370.9% | +1,290.9% | -920.0% | +234.8% |
| All | +4,367.4% | +10,300.9% | -5,933.6% | +2,549.2% |
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