+21,016.7%
CPRT vs EFX
+3,912.8%
+17,103.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.4% | -2.0% | +0.6% | -0.7% |
| 30D | +21.5% | +27.9% | -6.4% | +11.7% |
| 3M | +9.4% | +3.8% | +5.6% | +7.7% |
| 6M | -3.3% | +13.0% | -16.3% | -7.8% |
| YTD | -17.8% | -12.4% | -5.4% | -15.4% |
| 1Y | -22.2% | -10.4% | -11.8% | -20.5% |
| 3Y | -34.0% | +4.4% | -38.4% | -37.7% |
| 5Y | -15.4% | -28.9% | +13.4% | -10.7% |
| 10Y | +376.0% | +81.7% | +294.2% | +264.4% |
| All | +21,016.7% | +3,912.8% | +17,103.8% | +7,429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling