+1,630.7%
CPRT vs CAPR
-99.0%
+1,729.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.4% | -7.9% | +1.5% |
| 7D | +1.6% | +36.0% | -34.4% | +1.2% |
| 30D | +18.8% | +25.8% | -7.0% | +18.4% |
| 3M | +9.4% | +140.8% | -131.4% | +8.0% |
| 6M | -4.4% | -67.6% | +63.2% | -4.1% |
| YTD | -17.1% | -65.9% | +48.8% | -17.0% |
| 1Y | -19.9% | +66.1% | -86.0% | -23.4% |
| 3Y | -30.5% | +256.9% | -287.4% | -35.6% |
| 5Y | -15.9% | +172.1% | -188.0% | -22.5% |
| 10Y | +386.7% | -64.7% | +451.4% | +332.4% |
| All | +1,630.7% | -99.0% | +1,729.7% | +1,380.1% |
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