+14,360.7%
CPRT vs CSGP
+3,461.1%
+10,899.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +9.9% | +13.9% | -4.0% | +6.7% |
| 30D | +21.1% | +16.0% | +5.1% | +16.7% |
| 3M | +12.3% | +6.1% | +6.3% | +10.3% |
| 6M | -2.0% | -8.2% | +6.1% | -0.9% |
| YTD | -17.0% | -52.3% | +35.3% | -3.7% |
| 1Y | -22.5% | -54.5% | +32.0% | -9.3% |
| 3Y | -29.3% | -58.6% | +29.3% | -16.6% |
| 5Y | -15.6% | -61.5% | +45.9% | +0.1% |
| 10Y | +411.6% | +74.7% | +336.9% | +349.2% |
| All | +14,360.7% | +3,461.1% | +10,899.6% | +6,895.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling