+2,008.8%
CPRT vs EFV
+249.2%
+1,759.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -0.4% | +2.5% | -2.9% | -1.8% |
| 30D | +21.2% | +2.9% | +18.2% | +19.3% |
| 3M | +8.3% | -1.4% | +9.7% | +9.2% |
| 6M | -3.4% | +5.5% | -8.9% | -6.5% |
| YTD | -18.7% | +16.1% | -34.8% | -25.9% |
| 1Y | -23.5% | +20.3% | -43.8% | -31.8% |
| 3Y | -34.2% | +90.4% | -124.6% | -55.4% |
| 5Y | -18.2% | +93.5% | -111.7% | -45.0% |
| 10Y | +370.9% | +161.5% | +209.4% | +167.9% |
| All | +2,008.8% | +249.2% | +1,759.6% | +814.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling