+392.8%
CPRT vs CASY
+553.2%
-160.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | +6.0% | +1.1% | +4.9% | +5.7% |
| 30D | +20.0% | +8.7% | +11.3% | +17.1% |
| 3M | +10.1% | -17.3% | +27.4% | +15.6% |
| 6M | -4.3% | -19.7% | +15.4% | +0.2% |
| YTD | -18.4% | +24.8% | -43.2% | -26.6% |
| 1Y | -20.1% | +31.9% | -52.0% | -29.6% |
| 3Y | -30.4% | +155.4% | -185.8% | -52.9% |
| 5Y | -17.0% | +250.6% | -267.5% | -51.2% |
| All | +392.8% | +553.2% | -160.4% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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