+6.8%
CPRT vs BOXX
+18.4%
-11.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.6% |
| 30D | +8.2% | +0.3% | +7.9% | +7.0% |
| 3M | +2.3% | +1.0% | +1.3% | -1.6% |
| 6M | -14.7% | +1.9% | -16.7% | -19.9% |
| YTD | -18.2% | +2.6% | -20.8% | -24.0% |
| 1Y | -33.4% | +4.0% | -37.4% | -39.2% |
| 3Y | -28.3% | +14.6% | -42.9% | -30.8% |
| All | +6.8% | +18.4% | -11.6% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling