-23.9%
CPRT vs CAPR
+47.4%
-71.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.3% | -3.2% | +5.0% |
| 7D | +12.6% | +43.2% | -30.5% | +12.5% |
| 30D | +18.0% | +14.7% | +3.3% | +17.9% |
| 3M | +11.0% | +113.9% | -103.0% | +10.8% |
| 6M | -2.0% | -73.4% | +71.4% | -2.4% |
| YTD | -16.7% | -69.1% | +52.4% | -17.0% |
| 1Y | -23.9% | +47.2% | -71.1% | -24.5% |
| All | -23.9% | +47.4% | -71.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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