+366.4%
CPRT vs CAPR
-59.6%
+426.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +26.5% | -26.9% | -0.8% |
| 7D | -1.4% | +25.8% | -27.2% | -1.8% |
| 30D | +21.5% | +50.2% | -28.7% | +20.6% |
| 3M | +9.4% | +185.5% | -176.1% | +7.4% |
| 6M | -3.3% | -64.8% | +61.5% | -3.2% |
| YTD | -17.8% | -61.1% | +43.3% | -18.0% |
| 1Y | -22.2% | +81.0% | -103.1% | -26.4% |
| 3Y | -34.0% | +300.7% | -334.7% | -40.8% |
| 5Y | -15.4% | +223.3% | -238.8% | -24.8% |
| All | +366.4% | -59.6% | +426.0% | +289.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling