+21,200.5%
CPRT vs ED
+1,719.3%
+19,481.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | +18.8% | +11.6% | +7.2% | +15.0% |
| 3M | +9.4% | +10.5% | -1.1% | +6.1% |
| 6M | -4.4% | +13.2% | -17.6% | -7.9% |
| YTD | -17.1% | +22.1% | -39.3% | -22.2% |
| 1Y | -19.9% | +24.2% | -44.1% | -25.3% |
| 3Y | -30.5% | +46.9% | -77.4% | -39.3% |
| 5Y | -15.9% | +80.8% | -96.7% | -32.0% |
| 10Y | +386.7% | +134.3% | +252.4% | +253.4% |
| All | +21,200.5% | +1,719.3% | +19,481.2% | +9,116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling