-18.7%
CPRT vs CAPR
+172.3%
-190.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | -0.5% |
| 7D | -0.4% | +5.9% | -6.3% | -0.5% |
| 30D | +21.2% | +44.6% | -23.4% | +20.7% |
| 3M | +8.3% | +126.4% | -118.1% | +7.5% |
| 6M | -3.4% | -68.6% | +65.2% | -3.5% |
| YTD | -18.7% | -67.0% | +48.3% | -18.9% |
| 1Y | -23.5% | +65.2% | -88.7% | -25.9% |
| 3Y | -34.2% | +235.6% | -269.7% | -43.3% |
| All | -18.7% | +172.3% | -190.9% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling