-24.3%
CPRT vs CART
+21.6%
-45.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +2.2% | +1.0% | +1.2% | +2.1% |
| 30D | +16.6% | +12.6% | +4.0% | +15.2% |
| 3M | +9.6% | +23.1% | -13.5% | +7.3% |
| 6M | -11.1% | +39.5% | -50.7% | -14.2% |
| YTD | -13.9% | +13.5% | -27.4% | -15.5% |
| 1Y | -32.5% | +14.9% | -47.4% | -34.1% |
| All | -24.3% | +21.6% | -45.9% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling