-17.1%
CPRT vs CTAS
+109.9%
-127.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.5% |
| 7D | +6.0% | +1.2% | +4.9% | +5.4% |
| 30D | +20.0% | +12.8% | +7.3% | +11.4% |
| 3M | +10.1% | +10.3% | -0.1% | +3.4% |
| 6M | -4.3% | +32.0% | -36.3% | -19.8% |
| YTD | -18.4% | +19.1% | -37.5% | -27.1% |
| 1Y | -20.1% | +21.5% | -41.6% | -29.6% |
| 3Y | -30.4% | +76.0% | -106.5% | -55.9% |
| All | -17.1% | +109.9% | -127.1% | -57.6% |
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