-5.7%
CPRT vs A
-12.8%
+7.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +2.2% | -1.9% | +4.1% | +2.9% |
| 30D | +16.6% | +6.9% | +9.7% | +13.9% |
| 3M | +9.6% | +9.2% | +0.4% | +6.0% |
| 6M | -11.1% | +25.7% | -36.8% | -18.9% |
| YTD | -13.9% | +11.5% | -25.4% | -17.9% |
| 1Y | -32.5% | +18.4% | -50.9% | -37.6% |
| 3Y | -25.0% | +26.6% | -51.6% | -35.3% |
| All | -5.7% | -12.8% | +7.1% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling