-5.7%
CPRT vs CSGP
-64.7%
+59.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.3% |
| 7D | +2.2% | -4.1% | +6.3% | +3.7% |
| 30D | +16.6% | +2.3% | +14.3% | +15.3% |
| 3M | +9.6% | -8.2% | +17.8% | +12.2% |
| 6M | -11.1% | -35.1% | +23.9% | +2.6% |
| YTD | -13.9% | -54.0% | +40.2% | +11.6% |
| 1Y | -32.5% | -65.3% | +32.8% | -2.8% |
| 3Y | -25.0% | -62.6% | +37.5% | +1.2% |
| All | -5.7% | -64.7% | +59.0% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling