+22,034.1%
CPRT vs ECL
+7,745.3%
+14,288.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.2% | -2.6% | +4.8% | +3.4% |
| 30D | +16.6% | -2.2% | +18.8% | +17.7% |
| 3M | +9.6% | +10.1% | -0.5% | +5.1% |
| 6M | -11.1% | -5.7% | -5.4% | -9.2% |
| YTD | -13.9% | +7.0% | -20.8% | -16.8% |
| 1Y | -32.5% | +2.7% | -35.2% | -33.7% |
| 3Y | -25.0% | +57.7% | -82.7% | -39.6% |
| 5Y | -7.4% | +31.1% | -38.5% | -20.2% |
| 10Y | +422.0% | +150.9% | +271.1% | +244.7% |
| All | +22,034.1% | +7,745.3% | +14,288.9% | +6,718.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling