-30.4%
CPRT vs CAPR
+214.7%
-245.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.3% | -1.6% |
| 7D | +6.0% | +41.1% | -35.0% | +5.9% |
| 30D | +20.0% | +11.1% | +8.9% | +19.9% |
| 3M | +10.1% | +115.3% | -105.2% | +9.8% |
| 6M | -4.3% | -73.8% | +69.5% | -4.6% |
| YTD | -18.4% | -68.8% | +50.4% | -18.6% |
| 1Y | -20.1% | +43.3% | -63.4% | -21.0% |
| 3Y | -30.4% | +214.7% | -245.1% | -31.3% |
| All | -30.4% | +214.7% | -245.1% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling