+385.2%
CPRT vs CTAS
+820.8%
-435.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | +4.0% | +0.7% | +3.3% | +3.6% |
| 30D | +18.2% | +11.3% | +6.9% | +11.1% |
| 3M | +9.2% | +11.4% | -2.3% | +2.3% |
| 6M | -4.8% | +35.6% | -40.5% | -20.6% |
| YTD | -17.5% | +20.7% | -38.2% | -26.4% |
| 1Y | -22.0% | +22.8% | -44.8% | -31.2% |
| 3Y | -33.7% | +73.4% | -107.1% | -53.8% |
| 5Y | -15.0% | +117.6% | -132.6% | -48.6% |
| 10Y | +385.2% | +818.4% | -433.3% | +49.2% |
| All | +385.2% | +820.8% | -435.7% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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