+14,665.7%
CPRT vs EL
+1,850.3%
+12,815.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +4.0% | +7.6% | -3.6% | +2.1% |
| 30D | +18.2% | +15.7% | +2.5% | +13.9% |
| 3M | +9.2% | +30.5% | -21.4% | +1.6% |
| 6M | -4.8% | +32.5% | -37.4% | -12.1% |
| YTD | -17.5% | +9.4% | -26.9% | -21.3% |
| 1Y | -22.0% | +28.4% | -50.4% | -28.8% |
| 3Y | -33.7% | +4.4% | -38.2% | -39.8% |
| 5Y | -15.0% | -64.5% | +49.5% | +1.8% |
| 10Y | +385.2% | +64.9% | +320.3% | +295.9% |
| All | +14,665.7% | +1,850.3% | +12,815.4% | +7,425.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling