+427.4%
CPRT vs CMS
+115.7%
+311.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +16.6% | -3.6% | +20.2% | +18.2% |
| 3M | +9.6% | -1.9% | +11.5% | +10.5% |
| 6M | -11.1% | -11.0% | -0.2% | -7.4% |
| YTD | -13.9% | +0.2% | -14.1% | -14.2% |
| 1Y | -32.5% | -1.3% | -31.2% | -32.5% |
| 3Y | -25.0% | +35.9% | -61.0% | -34.6% |
| 5Y | -7.4% | +23.1% | -30.5% | -17.2% |
| All | +427.4% | +115.7% | +311.7% | +321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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