-21.6%
CPRT vs ALL
+28.9%
-50.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +1.6% | -3.9% | +5.5% | +2.7% |
| 30D | +18.8% | +10.6% | +8.2% | +16.5% |
| 3M | +9.4% | -4.6% | +14.0% | +10.3% |
| 6M | -4.4% | +20.2% | -24.6% | -6.2% |
| YTD | -17.1% | +23.7% | -40.8% | -19.3% |
| All | -21.6% | +28.9% | -50.5% | -23.5% |
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