+20,872.3%
CPRT vs EIX
+1,044.1%
+19,828.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -1.1% |
| 7D | +6.0% | +1.0% | +5.1% | +5.9% |
| 30D | +20.0% | +9.1% | +10.9% | +18.0% |
| 3M | +10.1% | -10.2% | +20.4% | +11.4% |
| 6M | -4.3% | -11.2% | +6.9% | -3.2% |
| YTD | -18.4% | +4.5% | -22.9% | -20.4% |
| 1Y | -20.1% | +10.9% | -31.0% | -23.0% |
| 3Y | -30.4% | +8.4% | -38.8% | -33.6% |
| 5Y | -17.0% | +18.0% | -34.9% | -22.7% |
| 10Y | +403.2% | +30.3% | +373.0% | +345.4% |
| All | +20,872.3% | +1,044.1% | +19,828.2% | +12,854.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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