+386.7%
CPRT vs ECL
+205.6%
+181.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +0.4% |
| 7D | +1.6% | -0.5% | +2.2% | +2.0% |
| 30D | +18.8% | +8.8% | +9.9% | +13.2% |
| 3M | +9.4% | +7.8% | +1.6% | +4.7% |
| 6M | -4.4% | +21.3% | -25.7% | -14.6% |
| YTD | -17.1% | +17.8% | -34.9% | -25.2% |
| 1Y | -19.9% | +21.1% | -41.0% | -29.0% |
| 3Y | -30.5% | +80.1% | -110.6% | -52.6% |
| 5Y | -15.9% | +40.5% | -56.4% | -34.5% |
| 10Y | +386.7% | +197.7% | +188.9% | +149.0% |
| All | +386.7% | +205.6% | +181.1% | +149.0% |
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