-5.7%
CPRT vs EL
-67.1%
+61.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.2% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | +16.6% | +19.8% | -3.2% | +11.8% |
| 3M | +9.6% | +25.7% | -16.1% | +3.9% |
| 6M | -11.1% | +5.4% | -16.6% | -13.0% |
| YTD | -13.9% | +0.2% | -14.1% | -15.6% |
| 1Y | -32.5% | +20.4% | -53.0% | -37.1% |
| 3Y | -25.0% | -32.1% | +7.1% | -20.3% |
| All | -5.7% | -67.1% | +61.5% | +40.8% |
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