-16.1%
CPRT vs ELAN
-30.9%
+14.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.8% |
| 7D | -11.2% | -5.4% | -5.8% | -10.4% |
| 30D | +3.3% | +4.7% | -1.4% | +2.6% |
| 3M | -3.6% | -3.7% | +0.1% | -3.2% |
| 6M | -15.8% | -1.2% | -14.6% | -16.4% |
| YTD | -23.5% | +2.4% | -25.9% | -24.6% |
| 1Y | -38.8% | +23.4% | -62.1% | -41.6% |
| 3Y | -33.4% | +96.7% | -130.1% | -45.2% |
| All | -16.1% | -30.9% | +14.8% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling