-22.2%
CPRT vs COMP
+16.3%
-38.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.7% |
| 7D | -1.4% | +2.2% | -3.6% | -1.8% |
| 30D | +21.5% | +16.3% | +5.2% | +18.8% |
| 3M | +9.4% | -19.1% | +28.6% | +10.9% |
| 6M | -3.3% | +17.1% | -20.4% | -6.2% |
| YTD | -17.8% | -2.9% | -14.9% | -15.3% |
| 1Y | -22.2% | +8.8% | -31.0% | -17.5% |
| All | -22.2% | +16.3% | -38.5% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling