+412.4%
CPRT vs CG
+324.5%
+87.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.3% |
| 7D | -0.4% | -6.4% | +6.0% | +2.0% |
| 30D | +8.2% | -7.1% | +15.3% | +10.8% |
| 3M | +2.3% | -1.6% | +3.9% | +2.1% |
| 6M | -14.7% | -8.3% | -6.4% | -13.2% |
| YTD | -18.2% | -23.8% | +5.6% | -11.5% |
| 1Y | -33.4% | -28.7% | -4.6% | -26.7% |
| 3Y | -28.3% | +49.2% | -77.5% | -44.4% |
| 5Y | -9.8% | +5.5% | -15.3% | -22.4% |
| 10Y | +412.4% | +331.2% | +81.1% | +182.9% |
| All | +412.4% | +324.5% | +87.9% | +182.9% |
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