-17.1%
CPRT vs CASY
+250.1%
-267.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | +6.0% | +1.1% | +4.9% | +5.8% |
| 30D | +20.0% | +8.7% | +11.3% | +17.9% |
| 3M | +10.1% | -17.3% | +27.4% | +14.1% |
| 6M | -4.3% | -19.7% | +15.4% | -0.8% |
| YTD | -18.4% | +24.8% | -43.2% | -25.7% |
| 1Y | -20.1% | +31.9% | -52.0% | -28.6% |
| 3Y | -30.4% | +155.4% | -185.8% | -51.7% |
| All | -17.1% | +250.1% | -267.2% | -53.4% |
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