-17.1%
CPRT vs EL
-66.1%
+49.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.9% | -2.1% |
| 7D | +6.0% | +0.8% | +5.3% | +5.8% |
| 30D | +20.0% | +16.5% | +3.5% | +15.9% |
| 3M | +10.1% | +29.2% | -19.0% | +3.8% |
| 6M | -4.3% | +27.9% | -32.2% | -9.9% |
| YTD | -18.4% | +6.2% | -24.6% | -21.2% |
| 1Y | -20.1% | +27.2% | -47.3% | -26.2% |
| 3Y | -30.4% | +3.2% | -33.6% | -36.7% |
| All | -17.1% | -66.1% | +49.0% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling