-0.1%
CPRT vs BOXX
+18.5%
-18.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.8% |
| 7D | -11.2% | +0.1% | -11.2% | -11.4% |
| 30D | +3.3% | +0.3% | +3.0% | +2.1% |
| 3M | -3.6% | +1.0% | -4.6% | -7.5% |
| 6M | -15.8% | +1.9% | -17.7% | -20.9% |
| YTD | -23.5% | +2.7% | -26.2% | -29.1% |
| 1Y | -38.8% | +4.0% | -42.8% | -44.2% |
| 3Y | -33.4% | +14.7% | -48.1% | -35.9% |
| All | -0.1% | +18.5% | -18.6% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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