-23.9%
CPRT vs EL
+25.6%
-49.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.3% | -1.3% | +3.9% |
| 7D | +12.6% | +2.5% | +10.1% | +12.1% |
| 30D | +18.0% | +20.1% | -2.1% | +14.3% |
| 3M | +11.0% | +29.3% | -18.3% | +6.0% |
| 6M | -2.0% | +38.8% | -40.8% | -7.1% |
| YTD | -16.7% | +8.1% | -24.8% | -21.3% |
| 1Y | -23.9% | +22.3% | -46.2% | -28.6% |
| All | -23.9% | +25.6% | -49.5% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling