-23.9%
CPRT vs ELAN
+13.9%
-37.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.0% | +2.0% | +4.5% |
| 7D | +12.6% | +11.7% | +0.9% | +10.6% |
| 30D | +18.0% | +12.4% | +5.5% | +15.8% |
| 3M | +11.0% | -1.1% | +12.1% | +10.2% |
| 6M | -2.0% | +12.4% | -14.5% | -4.9% |
| YTD | -16.7% | +11.8% | -28.5% | -19.3% |
| 1Y | -23.9% | +12.5% | -36.4% | -26.8% |
| All | -23.9% | +13.9% | -37.7% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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