+412.4%
CPRT vs EL
+28.8%
+383.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -0.9% |
| 7D | -0.4% | -2.4% | +1.9% | +0.3% |
| 30D | +8.2% | +13.7% | -5.4% | +3.9% |
| 3M | +2.3% | +14.5% | -12.2% | -2.1% |
| 6M | -14.7% | +7.4% | -22.2% | -17.7% |
| YTD | -18.2% | -4.7% | -13.5% | -19.3% |
| 1Y | -33.4% | +12.9% | -46.3% | -38.2% |
| 3Y | -28.3% | -32.2% | +3.9% | -25.7% |
| 5Y | -9.8% | -68.4% | +58.6% | +28.9% |
| 10Y | +412.4% | +28.3% | +384.1% | +361.0% |
| All | +412.4% | +28.8% | +383.5% | +361.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling