-28.6%
CPRT vs CART
+40.2%
-68.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | +21.2% | +19.2% | +2.0% | +18.8% |
| 3M | +8.3% | +17.6% | -9.2% | +6.3% |
| 6M | -3.4% | +47.4% | -50.7% | -7.3% |
| YTD | -18.7% | +30.9% | -49.6% | -21.5% |
| 1Y | -23.5% | +46.0% | -69.5% | -27.0% |
| 3Y | -34.2% | +130.3% | -164.5% | -40.2% |
| All | -28.6% | +40.2% | -68.8% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling