+392.8%
CPRT vs CSGP
+63.3%
+329.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.0% | +0.2% |
| 7D | +6.0% | +1.3% | +4.8% | +5.6% |
| 30D | +20.0% | +10.7% | +9.3% | +14.5% |
| 3M | +10.1% | +3.3% | +6.9% | +7.5% |
| 6M | -4.3% | -10.3% | +6.0% | -1.9% |
| YTD | -18.4% | -54.6% | +36.2% | +7.4% |
| 1Y | -20.1% | -54.6% | +34.6% | +4.9% |
| 3Y | -30.4% | -60.3% | +29.9% | -7.0% |
| 5Y | -17.0% | -63.3% | +46.3% | +11.2% |
| All | +392.8% | +63.3% | +329.5% | +303.4% |
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