-15.9%
CPRT vs COMP
-13.7%
-2.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +0.9% |
| 7D | +1.6% | +14.5% | -12.9% | -0.1% |
| 30D | +18.8% | +14.9% | +3.9% | +16.6% |
| 3M | +9.4% | -14.2% | +23.6% | +10.9% |
| 6M | -4.4% | +23.7% | -28.1% | -7.6% |
| YTD | -17.1% | +2.1% | -19.2% | -18.9% |
| 1Y | -19.9% | +26.2% | -46.1% | -23.7% |
| 3Y | -30.5% | +470.9% | -501.4% | -48.1% |
| 5Y | -15.9% | -14.0% | -1.9% | -21.0% |
| All | -15.9% | -13.7% | -2.3% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling