-33.4%
CPRT vs EAT
+39.0%
-72.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.6% |
| 7D | -0.4% | -6.8% | +6.4% | 0.0% |
| 30D | +8.2% | -5.4% | +13.6% | +8.5% |
| 3M | +2.3% | +42.8% | -40.5% | -0.6% |
| 6M | -14.7% | +56.5% | -71.3% | -18.0% |
| YTD | -18.2% | +50.0% | -68.2% | -21.0% |
| 1Y | -33.4% | +38.3% | -71.6% | -35.3% |
| All | -33.4% | +39.0% | -72.3% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling