-27.8%
CPRT vs CART
+40.2%
-68.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | +21.5% | +23.1% | -1.6% | +18.7% |
| 3M | +9.4% | +19.2% | -9.8% | +7.2% |
| 6M | -3.3% | +45.7% | -49.0% | -7.2% |
| YTD | -17.8% | +30.9% | -48.7% | -20.7% |
| 1Y | -22.2% | +50.2% | -72.4% | -25.9% |
| 3Y | -34.0% | +133.5% | -167.5% | -40.1% |
| All | -27.8% | +40.2% | -68.0% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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