+412.4%
CPRT vs CTAS
+665.9%
-253.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.4% | +1.0% | -1.4% | -0.9% |
| 30D | +8.2% | -1.1% | +9.3% | +8.9% |
| 3M | +2.3% | +11.5% | -9.2% | -4.0% |
| 6M | -14.7% | +0.2% | -14.9% | -15.1% |
| YTD | -18.2% | +7.2% | -25.4% | -21.6% |
| 1Y | -33.4% | 0.0% | -33.4% | -33.6% |
| 3Y | -28.3% | +65.9% | -94.2% | -48.7% |
| 5Y | -9.8% | +109.6% | -119.4% | -44.0% |
| 10Y | +412.4% | +683.8% | -271.4% | +55.2% |
| All | +412.4% | +665.9% | -253.5% | +55.2% |
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