+1,311.6%
CPRT vs CPAY
+1,528.2%
-216.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.6% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +9.9% | +3.6% | +6.3% | +8.5% |
| 3M | +5.6% | +16.6% | -11.0% | -0.1% |
| 6M | -13.6% | +29.5% | -43.1% | -21.7% |
| YTD | -16.7% | +35.3% | -52.0% | -26.1% |
| 1Y | -33.1% | +30.6% | -63.8% | -40.3% |
| 3Y | -27.1% | +49.7% | -76.8% | -39.4% |
| 5Y | -9.9% | +54.4% | -64.3% | -27.3% |
| 10Y | +415.3% | +142.8% | +272.5% | +247.5% |
| All | +1,311.6% | +1,528.2% | -216.6% | +467.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling