+385.2%
CPRT vs CSGP
+61.5%
+323.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | +0.7% |
| 7D | +4.0% | -3.2% | +7.2% | +5.3% |
| 30D | +18.2% | +2.2% | +16.0% | +16.4% |
| 3M | +9.2% | -3.7% | +12.8% | +9.5% |
| 6M | -4.8% | -7.4% | +2.6% | -3.6% |
| YTD | -17.5% | -54.9% | +37.4% | +8.8% |
| 1Y | -22.0% | -54.9% | +32.9% | +2.6% |
| 3Y | -33.7% | -61.9% | +28.2% | -9.8% |
| 5Y | -15.0% | -63.1% | +48.1% | +13.5% |
| 10Y | +385.2% | +65.1% | +320.0% | +298.3% |
| All | +385.2% | +61.5% | +323.7% | +298.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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