+363.9%
CPRT vs CG
+274.5%
+89.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.0% |
| 7D | -1.5% | -1.5% | 0.0% | -1.0% |
| 30D | +21.4% | +5.7% | +15.7% | +18.8% |
| 3M | +10.4% | -17.9% | +28.3% | +17.8% |
| 6M | -4.3% | -20.2% | +15.9% | +2.6% |
| YTD | -18.3% | -32.0% | +13.7% | -8.1% |
| 1Y | -22.5% | -27.0% | +4.5% | -15.3% |
| 3Y | -34.3% | +42.8% | -77.1% | -48.6% |
| 5Y | -17.8% | -23.4% | +5.7% | -19.7% |
| All | +363.9% | +274.5% | +89.4% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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