-24.5%
CPRT vs XYL
+14.7%
-39.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +1.1% |
| 7D | +2.2% | -5.0% | +7.3% | +4.0% |
| 30D | +16.6% | -13.2% | +29.9% | +22.2% |
| 3M | +9.6% | -3.7% | +13.3% | +10.9% |
| 6M | -11.1% | -17.7% | +6.6% | -5.4% |
| YTD | -13.9% | -21.5% | +7.7% | -7.1% |
| 1Y | -32.5% | -24.5% | -8.0% | -26.3% |
| All | -24.5% | +14.7% | -39.2% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling