+20,872.3%
CPRT vs ED
+1,721.9%
+19,150.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -0.9% |
| 7D | +6.0% | +1.6% | +4.4% | +5.6% |
| 30D | +20.0% | +13.3% | +6.7% | +15.6% |
| 3M | +10.1% | +9.7% | +0.4% | +7.1% |
| 6M | -4.3% | +12.8% | -17.1% | -7.8% |
| YTD | -18.4% | +22.3% | -40.7% | -23.5% |
| 1Y | -20.1% | +26.3% | -46.4% | -25.8% |
| 3Y | -30.4% | +45.0% | -75.4% | -39.0% |
| 5Y | -17.0% | +80.2% | -97.2% | -32.7% |
| 10Y | +403.2% | +129.9% | +273.4% | +267.5% |
| All | +20,872.3% | +1,721.9% | +19,150.4% | +8,970.4% |
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