-23.9%
CPRT vs ELF
-3.2%
-20.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.1% | +4.8% |
| 7D | +12.6% | -1.5% | +14.2% | +12.9% |
| 30D | +18.0% | +9.5% | +8.5% | +16.6% |
| 3M | +11.0% | +29.4% | -18.4% | +7.4% |
| 6M | -2.0% | +83.7% | -85.7% | -9.0% |
| YTD | -16.7% | +49.4% | -66.1% | -21.5% |
| 1Y | -23.9% | -3.9% | -19.9% | -25.5% |
| All | -23.9% | -3.2% | -20.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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