+387.6%
CPRT vs XYL
+149.5%
+238.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | -8.4% | -1.2% | -7.2% | -7.9% |
| 30D | +4.6% | -13.2% | +17.8% | +12.0% |
| 3M | -1.9% | -0.2% | -1.8% | -2.2% |
| 6M | -15.3% | -12.5% | -2.8% | -10.3% |
| YTD | -21.5% | -20.9% | -0.6% | -12.9% |
| 1Y | -36.6% | -21.6% | -15.1% | -29.6% |
| 3Y | -31.2% | +16.1% | -47.3% | -39.5% |
| 5Y | -14.1% | -15.6% | +1.5% | -12.9% |
| All | +387.6% | +149.5% | +238.1% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling