+412.4%
CPRT vs ECL
+149.7%
+262.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.5% |
| 7D | -0.4% | -2.7% | +2.3% | +1.2% |
| 30D | +8.2% | -4.3% | +12.5% | +11.0% |
| 3M | +2.3% | +3.2% | -0.9% | +0.5% |
| 6M | -14.7% | -2.9% | -11.8% | -13.7% |
| YTD | -18.2% | +4.3% | -22.4% | -20.8% |
| 1Y | -33.4% | +1.6% | -35.0% | -34.7% |
| 3Y | -28.3% | +54.3% | -82.6% | -46.6% |
| 5Y | -9.8% | +26.5% | -36.3% | -25.5% |
| 10Y | +412.4% | +155.6% | +256.8% | +167.1% |
| All | +412.4% | +149.7% | +262.7% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling