+128.3%
CPRT vs ELAN
-27.0%
+155.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.4% |
| 7D | -0.4% | -4.6% | +4.2% | +0.5% |
| 30D | +8.2% | +5.7% | +2.5% | +7.0% |
| 3M | +2.3% | -3.9% | +6.2% | +2.7% |
| 6M | -14.7% | -1.6% | -13.1% | -15.5% |
| YTD | -18.2% | +4.1% | -22.3% | -20.0% |
| 1Y | -33.4% | +25.5% | -58.9% | -37.7% |
| 3Y | -28.3% | +103.2% | -131.5% | -44.0% |
| 5Y | -9.8% | -29.8% | +20.0% | -4.6% |
| All | +128.3% | -27.0% | +155.2% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling