+363.9%
CPRT vs EFX
+79.2%
+284.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | -1.5% | -3.6% | +2.2% | 0.0% |
| 30D | +21.4% | +25.3% | -3.9% | +10.4% |
| 3M | +10.4% | +3.8% | +6.6% | +8.2% |
| 6M | -4.3% | +12.7% | -17.0% | -9.8% |
| YTD | -18.3% | -13.1% | -5.1% | -15.1% |
| 1Y | -22.5% | -9.3% | -13.2% | -21.0% |
| 3Y | -34.3% | +3.5% | -37.9% | -39.9% |
| 5Y | -17.8% | -30.6% | +12.9% | -12.5% |
| All | +363.9% | +79.2% | +284.7% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling