+22,034.1%
CPRT vs CRS
+6,191.4%
+15,842.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +16.6% | -16.6% | +33.3% | +21.0% |
| 3M | +9.6% | -3.5% | +13.1% | +9.5% |
| 6M | -11.1% | +15.4% | -26.6% | -15.2% |
| YTD | -13.9% | +51.2% | -65.1% | -22.8% |
| 1Y | -32.5% | +98.3% | -130.8% | -43.7% |
| 3Y | -25.0% | +651.5% | -676.6% | -55.1% |
| 5Y | -7.4% | +1,411.1% | -1,418.5% | -54.4% |
| 10Y | +422.0% | +1,424.3% | -1,002.4% | +126.5% |
| All | +22,034.1% | +6,191.4% | +15,842.7% | +5,059.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling