-17.1%
CPRT vs ALL
+143.1%
-160.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.8% | -0.5% |
| 7D | +6.0% | -1.9% | +8.0% | +6.6% |
| 30D | +20.0% | +13.8% | +6.2% | +16.3% |
| 3M | +10.1% | -7.0% | +17.1% | +12.0% |
| 6M | -4.3% | +18.0% | -22.3% | -8.3% |
| YTD | -18.4% | +24.2% | -42.6% | -22.9% |
| 1Y | -20.1% | +31.2% | -51.3% | -25.6% |
| 3Y | -30.4% | +107.5% | -137.9% | -43.1% |
| All | -17.1% | +143.1% | -160.2% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling