+922.6%
CPRT vs CG
+351.2%
+571.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.9% |
| 7D | +2.2% | -4.3% | +6.5% | +3.6% |
| 30D | +16.6% | -5.1% | +21.7% | +18.2% |
| 3M | +9.6% | +8.7% | +0.9% | +6.1% |
| 6M | -11.1% | -9.2% | -1.9% | -9.4% |
| YTD | -13.9% | -18.9% | +5.0% | -9.5% |
| 1Y | -32.5% | -25.6% | -6.9% | -27.6% |
| 3Y | -25.0% | +57.3% | -82.3% | -40.1% |
| 5Y | -7.4% | +10.2% | -17.5% | -19.1% |
| 10Y | +422.0% | +364.2% | +57.8% | +208.0% |
| All | +922.6% | +351.2% | +571.4% | +499.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling