-28.8%
CPRT vs CRS
+636.8%
-665.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +8.2% | -18.1% | +26.3% | +10.0% |
| 3M | +2.3% | -12.4% | +14.7% | +2.9% |
| 6M | -14.7% | +15.9% | -30.7% | -17.1% |
| YTD | -18.2% | +45.8% | -64.0% | -22.7% |
| 1Y | -33.4% | +87.8% | -121.1% | -39.6% |
| All | -28.8% | +636.8% | -665.6% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling