-38.8%
CPRT vs CPAY
+33.9%
-72.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -11.2% | -2.0% | -9.2% | -10.8% |
| 30D | +3.3% | -0.4% | +3.7% | +3.3% |
| 3M | -3.6% | +16.4% | -19.9% | -6.9% |
| 6M | -15.8% | +23.5% | -39.3% | -19.9% |
| YTD | -23.5% | +35.7% | -59.2% | -28.0% |
| 1Y | -38.8% | +30.2% | -68.9% | -40.3% |
| All | -38.8% | +33.9% | -72.7% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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