+1,698.4%
CPRT vs CAPR
-99.1%
+1,797.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | +2.2% | -2.0% | +4.2% | +2.2% |
| 30D | +16.6% | +139.2% | -122.5% | +15.2% |
| 3M | +9.6% | -66.4% | +76.0% | +10.0% |
| 6M | -11.1% | -63.1% | +52.0% | -11.0% |
| YTD | -13.9% | -67.4% | +53.6% | -13.6% |
| 1Y | -32.5% | +58.2% | -90.8% | -35.5% |
| 3Y | -25.0% | +42.2% | -67.2% | -29.6% |
| 5Y | -7.4% | +87.3% | -94.6% | -14.1% |
| 10Y | +422.0% | -75.3% | +497.2% | +365.5% |
| All | +1,698.4% | -99.1% | +1,797.5% | +1,440.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling