+21,102.0%
CPRT vs EIX
+1,060.1%
+20,041.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.0% | +1.0% | +3.0% | +3.8% |
| 30D | +18.2% | +8.9% | +9.4% | +16.3% |
| 3M | +9.2% | -9.8% | +18.9% | +10.3% |
| 6M | -4.8% | -10.2% | +5.4% | -3.9% |
| YTD | -17.5% | +5.9% | -23.4% | -19.7% |
| 1Y | -22.0% | +10.9% | -32.9% | -24.8% |
| 3Y | -33.7% | +10.2% | -43.9% | -37.0% |
| 5Y | -15.0% | +17.0% | -32.0% | -20.7% |
| 10Y | +385.2% | +35.1% | +350.1% | +326.5% |
| All | +21,102.0% | +1,060.1% | +20,041.9% | +12,961.0% |
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