+361.5%
CPRT vs CRS
+790.4%
-429.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | -0.1% |
| 7D | -0.4% | +4.8% | -5.1% | -1.3% |
| 30D | +21.2% | -23.2% | +44.3% | +25.9% |
| 3M | +8.3% | -45.5% | +53.8% | +19.7% |
| 6M | -3.4% | -33.1% | +29.7% | +1.9% |
| YTD | -18.7% | -7.2% | -11.5% | -20.6% |
| 1Y | -23.5% | -10.0% | -13.5% | -24.9% |
| 3Y | -34.2% | +332.3% | -366.5% | -55.9% |
| 5Y | -18.2% | +801.9% | -820.1% | -55.4% |
| All | +361.5% | +790.4% | -429.0% | +118.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling