-23.9%
CPRT vs CRS
-3.8%
-20.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +4.9% |
| 7D | +12.6% | +4.3% | +8.3% | +13.0% |
| 30D | +18.0% | -25.5% | +43.5% | +15.4% |
| 3M | +11.0% | -48.7% | +59.7% | +6.3% |
| 6M | -2.0% | -31.6% | +29.6% | -6.3% |
| YTD | -16.7% | -7.0% | -9.6% | -18.6% |
| 1Y | -23.9% | -4.5% | -19.4% | -25.4% |
| All | -23.9% | -3.8% | -20.1% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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