-28.3%
CPRT vs CART
+38.4%
-66.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +6.0% | +3.0% | +3.1% | +5.7% |
| 30D | +20.0% | +28.6% | -8.5% | +16.7% |
| 3M | +10.1% | +29.1% | -18.9% | +7.1% |
| 6M | -4.3% | +44.7% | -49.0% | -8.1% |
| YTD | -18.4% | +29.2% | -47.6% | -21.1% |
| 1Y | -20.1% | +66.2% | -86.2% | -24.6% |
| 3Y | -30.4% | +112.8% | -143.2% | -36.6% |
| All | -28.3% | +38.4% | -66.7% | -34.7% |
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