+20,901.8%
CPRT vs CASY
+14,675.9%
+6,225.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -1.5% | +2.5% | -4.0% | -2.0% |
| 30D | +21.3% | +10.2% | +11.1% | +18.7% |
| 3M | +10.4% | -15.7% | +26.1% | +14.0% |
| 6M | -4.3% | -18.4% | +14.1% | -1.3% |
| YTD | -18.3% | +28.3% | -46.6% | -24.2% |
| 1Y | -22.5% | +32.6% | -55.0% | -28.7% |
| 3Y | -34.3% | +159.5% | -193.9% | -48.9% |
| 5Y | -17.8% | +263.9% | -281.7% | -41.2% |
| 10Y | +373.4% | +548.5% | -175.1% | +193.4% |
| All | +20,901.8% | +14,675.9% | +6,225.9% | +7,532.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling