+386.7%
CPRT vs ALL
+367.3%
+19.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +1.6% | -3.9% | +5.5% | +3.1% |
| 30D | +18.8% | +10.6% | +8.2% | +14.5% |
| 3M | +9.4% | -4.6% | +14.0% | +11.2% |
| 6M | -4.4% | +20.2% | -24.6% | -11.1% |
| YTD | -17.1% | +23.7% | -40.8% | -24.1% |
| 1Y | -19.9% | +27.9% | -47.8% | -27.6% |
| 3Y | -30.5% | +109.2% | -139.7% | -49.7% |
| 5Y | -15.9% | +148.0% | -163.9% | -45.5% |
| 10Y | +386.7% | +363.8% | +22.9% | +148.4% |
| All | +386.7% | +367.3% | +19.4% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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