-18.7%
CPRT vs EAT
+363.9%
-382.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.4% | -4.0% | +3.6% | +0.3% |
| 30D | +21.2% | -2.9% | +24.1% | +21.5% |
| 3M | +8.3% | -16.9% | +25.2% | +11.3% |
| 6M | -3.4% | +57.0% | -60.3% | -11.8% |
| YTD | -18.7% | +38.2% | -56.9% | -24.8% |
| 1Y | -23.5% | +69.3% | -92.8% | -32.3% |
| 3Y | -34.2% | +483.0% | -517.1% | -59.0% |
| All | -18.7% | +363.9% | -382.6% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling