-34.2%
CPRT vs ECL
+79.8%
-114.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.2% |
| 7D | -0.4% | +2.9% | -3.2% | -1.5% |
| 30D | +21.2% | +7.5% | +13.7% | +17.9% |
| 3M | +8.3% | +12.2% | -3.9% | +3.6% |
| 6M | -3.4% | +24.6% | -27.9% | -10.7% |
| YTD | -18.7% | +18.8% | -37.5% | -24.0% |
| 1Y | -23.5% | +19.3% | -42.9% | -28.7% |
| 3Y | -34.2% | +78.2% | -112.4% | -48.4% |
| All | -34.2% | +79.8% | -114.0% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling