-34.2%
CPRT vs XYL
-0.5%
-33.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.4% | -3.7% | +3.4% | +0.8% |
| 30D | +21.2% | -8.3% | +29.5% | +23.8% |
| 3M | +8.3% | -21.4% | +29.7% | +16.1% |
| 6M | -3.4% | -12.9% | +9.6% | +0.2% |
| YTD | -18.7% | -30.1% | +11.4% | -10.0% |
| 1Y | -23.5% | -35.2% | +11.6% | -13.0% |
| 3Y | -34.2% | -0.8% | -33.4% | -41.9% |
| All | -34.2% | -0.5% | -33.7% | -41.9% |
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