-33.1%
CPRT vs ALL
+28.5%
-61.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -1.0% | -3.0% |
| 7D | +0.4% | -1.7% | +2.1% | +0.7% |
| 30D | +9.9% | -4.7% | +14.6% | +10.7% |
| 3M | +5.6% | +18.4% | -12.7% | +4.0% |
| 6M | -13.6% | +20.5% | -34.1% | -15.4% |
| YTD | -16.7% | +23.5% | -40.3% | -18.7% |
| 1Y | -33.1% | +29.0% | -62.1% | -34.5% |
| All | -33.1% | +28.5% | -61.6% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling