+22,034.1%
CPRT vs ED
+1,548.7%
+20,485.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.8% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +16.6% | -0.1% | +16.8% | +16.7% |
| 3M | +9.6% | +3.9% | +5.7% | +8.3% |
| 6M | -11.1% | -3.0% | -8.1% | -10.4% |
| YTD | -13.9% | +10.7% | -24.6% | -16.7% |
| 1Y | -32.5% | +13.3% | -45.9% | -35.3% |
| 3Y | -25.0% | +34.5% | -59.5% | -32.8% |
| 5Y | -7.4% | +67.1% | -74.5% | -23.4% |
| 10Y | +422.0% | +103.0% | +318.9% | +295.7% |
| All | +22,034.1% | +1,548.7% | +20,485.4% | +9,766.4% |
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