+415.3%
CPRT vs CAPR
-77.1%
+492.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -3.3% |
| 7D | +0.4% | -9.5% | +9.9% | +0.5% |
| 30D | +9.9% | +121.5% | -111.6% | +8.5% |
| 3M | +5.6% | -65.4% | +71.0% | +6.0% |
| 6M | -13.6% | -67.5% | +53.9% | -13.3% |
| YTD | -16.7% | -68.6% | +51.9% | -16.5% |
| 1Y | -33.1% | +42.7% | -75.8% | -36.6% |
| 3Y | -27.1% | +43.4% | -70.4% | -33.2% |
| 5Y | -9.9% | +86.0% | -95.9% | -19.0% |
| 10Y | +415.3% | -77.4% | +492.7% | +336.4% |
| All | +415.3% | -77.1% | +492.4% | +336.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling