+20,872.3%
CPRT vs CTAS
+12,306.5%
+8,565.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | +6.0% | +1.2% | +4.9% | +5.7% |
| 30D | +20.0% | +12.8% | +7.3% | +15.1% |
| 3M | +10.1% | +10.3% | -0.1% | +6.4% |
| 6M | -4.3% | +32.0% | -36.3% | -13.2% |
| YTD | -18.4% | +19.1% | -37.5% | -23.3% |
| 1Y | -20.1% | +21.5% | -41.6% | -25.4% |
| 3Y | -30.4% | +76.0% | -106.5% | -43.3% |
| 5Y | -17.0% | +110.9% | -127.8% | -36.2% |
| 10Y | +403.2% | +849.8% | -446.6% | +143.0% |
| All | +20,872.3% | +12,306.5% | +8,565.8% | +5,280.8% |
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