-5.7%
CPRT vs CASY
+276.6%
-282.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +16.6% | -11.3% | +28.0% | +19.4% |
| 3M | +9.6% | -0.6% | +10.2% | +8.4% |
| 6M | -11.1% | +10.7% | -21.8% | -15.1% |
| YTD | -13.9% | +37.1% | -51.0% | -22.8% |
| 1Y | -32.5% | +52.3% | -84.8% | -41.6% |
| 3Y | -25.0% | +215.2% | -240.2% | -50.9% |
| All | -5.7% | +276.6% | -282.3% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling