-17.1%
CPRT vs COMP
-17.6%
+0.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.3% |
| 3M | +10.1% | -18.8% | +29.0% | +12.4% |
| 6M | -4.3% | +10.5% | -14.8% | -6.4% |
| YTD | -18.4% | -3.4% | -15.0% | -19.6% |
| 1Y | -20.1% | +19.7% | -39.8% | -23.4% |
| 3Y | -30.4% | +381.6% | -412.0% | -46.9% |
| All | -17.1% | -17.6% | +0.5% | -21.3% |
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