+374.9%
CPRT vs CRS
+1,392.1%
-1,017.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | -11.2% | -6.8% | -4.4% | -10.0% |
| 30D | +3.3% | -16.1% | +19.4% | +6.6% |
| 3M | -3.6% | -21.2% | +17.6% | +0.2% |
| 6M | -15.8% | +8.7% | -24.4% | -18.3% |
| YTD | -23.5% | +41.0% | -64.5% | -30.0% |
| 1Y | -38.8% | +82.7% | -121.4% | -47.4% |
| 3Y | -33.4% | +604.8% | -638.2% | -58.9% |
| 5Y | -16.4% | +1,384.7% | -1,401.0% | -57.9% |
| All | +374.9% | +1,392.1% | -1,017.1% | +106.9% |
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