+1,307.1%
CPRT vs CBOE
+1,025.9%
+281.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.9% |
| 7D | +0.4% | -4.6% | +5.0% | +1.6% |
| 30D | +9.9% | +2.6% | +7.3% | +9.0% |
| 3M | +5.6% | +4.9% | +0.7% | +3.6% |
| 6M | -13.6% | -2.2% | -11.5% | -14.2% |
| YTD | -16.7% | +17.7% | -34.5% | -21.5% |
| 1Y | -33.1% | +26.1% | -59.2% | -38.2% |
| 3Y | -27.1% | +97.1% | -124.2% | -42.1% |
| 5Y | -9.9% | +149.2% | -159.0% | -34.0% |
| 10Y | +415.3% | +385.1% | +30.2% | +200.2% |
| All | +1,307.1% | +1,025.9% | +281.1% | +485.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CBOE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling