+13.5%
CPRT vs COMP
-52.0%
+65.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.7% | -12.4% | -2.9% |
| 7D | +6.0% | +13.4% | -7.4% | +4.4% |
| 30D | +20.0% | +11.1% | +8.9% | +18.4% |
| 3M | +10.1% | -18.8% | +29.0% | +12.3% |
| 6M | -4.3% | +10.5% | -14.8% | -6.3% |
| YTD | -18.4% | -3.4% | -15.0% | -19.6% |
| 1Y | -20.1% | +19.7% | -39.8% | -23.2% |
| 3Y | -30.4% | +381.6% | -412.0% | -46.1% |
| 5Y | -17.0% | -17.6% | +0.6% | -28.2% |
| All | +13.5% | -52.0% | +65.4% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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