+1,106.9%
CPRT vs XYL
+403.7%
+703.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.6% |
| 7D | +4.0% | +0.6% | +3.4% | +3.7% |
| 30D | +18.2% | -5.7% | +23.9% | +20.6% |
| 3M | +9.2% | -19.8% | +28.9% | +19.4% |
| 6M | -4.8% | -14.2% | +9.4% | +0.7% |
| YTD | -17.5% | -28.1% | +10.6% | -6.2% |
| 1Y | -22.0% | -35.0% | +13.0% | -7.2% |
| 3Y | -33.7% | +2.1% | -35.8% | -37.3% |
| 5Y | -15.0% | -22.1% | +7.1% | -11.0% |
| 10Y | +385.2% | +107.0% | +278.2% | +232.5% |
| All | +1,106.9% | +403.7% | +703.2% | +537.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling