-5.7%
CPRT vs ALL
+118.4%
-124.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.7% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +16.6% | -1.5% | +18.1% | +16.9% |
| 3M | +9.6% | +23.6% | -14.0% | +3.9% |
| 6M | -11.1% | +22.3% | -33.5% | -15.6% |
| YTD | -13.9% | +26.5% | -40.4% | -19.0% |
| 1Y | -32.5% | +27.0% | -59.5% | -36.7% |
| 3Y | -25.0% | +149.6% | -174.6% | -41.7% |
| All | -5.7% | +118.4% | -124.1% | -22.8% |
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