+363.9%
CPRT vs ED
+143.7%
+220.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -1.5% | -1.7% | +0.2% | -1.0% |
| 30D | +21.4% | +10.7% | +10.7% | +18.1% |
| 3M | +10.4% | +11.6% | -1.3% | +7.1% |
| 6M | -4.3% | +13.5% | -17.8% | -7.6% |
| YTD | -18.3% | +23.1% | -41.4% | -23.0% |
| 1Y | -22.5% | +23.1% | -45.6% | -27.0% |
| 3Y | -34.3% | +47.9% | -82.3% | -42.3% |
| 5Y | -17.8% | +83.9% | -101.6% | -33.4% |
| All | +363.9% | +143.7% | +220.2% | +269.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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