+387.6%
CPRT vs CBOE
+379.3%
+8.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.6% |
| 7D | -8.4% | -3.7% | -4.7% | -7.5% |
| 30D | +4.6% | +2.0% | +2.6% | +3.9% |
| 3M | -1.9% | -4.2% | +2.3% | -1.4% |
| 6M | -15.3% | +1.2% | -16.5% | -16.7% |
| YTD | -21.5% | +15.4% | -36.8% | -25.5% |
| 1Y | -36.6% | +23.5% | -60.1% | -41.1% |
| 3Y | -31.2% | +93.2% | -124.4% | -45.5% |
| 5Y | -14.1% | +142.0% | -156.1% | -37.5% |
| All | +387.6% | +379.3% | +8.4% | +181.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling