-14.1%
CPRT vs CG
+2.7%
-16.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.3% |
| 7D | -8.4% | -9.8% | +1.4% | -5.5% |
| 30D | +4.6% | -10.3% | +14.9% | +7.9% |
| 3M | -1.9% | -1.7% | -0.3% | -2.1% |
| 6M | -15.3% | -9.8% | -5.5% | -13.5% |
| YTD | -21.5% | -25.6% | +4.1% | -15.1% |
| 1Y | -36.6% | -32.5% | -4.1% | -29.7% |
| 3Y | -31.2% | +45.6% | -76.8% | -46.1% |
| 5Y | -14.1% | +3.7% | -17.8% | -24.9% |
| All | -14.1% | +2.7% | -16.8% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling