-14.1%
CPRT vs CBOE
+145.0%
-159.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | -8.4% | -3.7% | -4.7% | -7.8% |
| 30D | +4.6% | +2.0% | +2.6% | +4.1% |
| 3M | -1.9% | -4.2% | +2.3% | -1.6% |
| 6M | -15.3% | +1.2% | -16.5% | -16.5% |
| YTD | -21.5% | +15.4% | -36.8% | -24.8% |
| 1Y | -36.6% | +23.5% | -60.1% | -40.3% |
| 3Y | -31.2% | +93.2% | -124.4% | -46.5% |
| 5Y | -14.1% | +142.0% | -156.1% | -42.5% |
| All | -14.1% | +145.0% | -159.1% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling