-25.4%
CPRT vs CSGP
-61.9%
+36.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.1% |
| 7D | +2.2% | -4.1% | +6.3% | +3.4% |
| 30D | +16.6% | +2.3% | +14.3% | +15.6% |
| 3M | +9.6% | -8.2% | +17.8% | +11.3% |
| 6M | -11.1% | -35.1% | +23.9% | -1.7% |
| YTD | -13.9% | -54.0% | +40.2% | +3.3% |
| 1Y | -32.5% | -65.3% | +32.8% | -12.6% |
| All | -25.4% | -61.9% | +36.5% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling