+21,102.0%
CPRT vs CTAS
+12,469.4%
+8,632.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +4.0% | +0.7% | +3.3% | +3.8% |
| 30D | +18.2% | +11.3% | +6.9% | +13.9% |
| 3M | +9.2% | +11.4% | -2.3% | +5.0% |
| 6M | -4.8% | +35.6% | -40.5% | -14.5% |
| YTD | -17.5% | +20.7% | -38.2% | -22.8% |
| 1Y | -22.0% | +22.8% | -44.8% | -27.5% |
| 3Y | -33.7% | +73.4% | -107.1% | -45.8% |
| 5Y | -15.0% | +117.6% | -132.6% | -35.3% |
| 10Y | +385.2% | +818.4% | -433.3% | +136.2% |
| All | +21,102.0% | +12,469.4% | +8,632.6% | +5,314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling