-9.9%
CPRT vs CTAS
+114.7%
-124.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +0.4% | 0.0% | +0.4% | +0.5% |
| 30D | +9.9% | -1.0% | +10.9% | +10.6% |
| 3M | +5.6% | +15.8% | -10.1% | -3.8% |
| 6M | -13.6% | -1.0% | -12.6% | -13.3% |
| YTD | -16.7% | +7.4% | -24.2% | -20.6% |
| 1Y | -33.1% | -0.1% | -33.0% | -33.3% |
| 3Y | -27.1% | +66.3% | -93.3% | -52.7% |
| 5Y | -9.9% | +111.0% | -120.8% | -54.6% |
| All | -9.9% | +114.7% | -124.6% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling