-18.7%
CPRT vs COMP
-10.9%
-7.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +21.2% | +16.6% | +4.6% | +18.7% |
| 3M | +8.3% | -23.5% | +31.8% | +11.2% |
| 6M | -3.4% | +25.7% | -29.1% | -6.8% |
| YTD | -18.7% | -3.4% | -15.3% | -20.0% |
| 1Y | -23.5% | +7.6% | -31.1% | -25.8% |
| 3Y | -34.2% | +423.6% | -457.7% | -50.3% |
| All | -18.7% | -10.9% | -7.8% | -24.7% |
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