-36.6%
CPRT vs EFV
+26.5%
-63.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -8.4% | -2.0% | -6.4% | -8.2% |
| 30D | +4.6% | -0.2% | +4.8% | +4.7% |
| 3M | -1.9% | +9.1% | -11.1% | -2.9% |
| 6M | -15.3% | +11.7% | -27.0% | -16.8% |
| YTD | -21.5% | +17.0% | -38.5% | -23.9% |
| 1Y | -36.6% | +26.7% | -63.3% | -40.7% |
| All | -36.6% | +26.5% | -63.1% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling