+384.7%
CPRT vs ELF
+317.0%
+67.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.3% | -1.2% |
| 7D | -0.4% | -6.8% | +6.4% | +0.6% |
| 30D | +8.2% | +5.1% | +3.2% | +7.4% |
| 3M | +2.3% | +79.8% | -77.5% | -6.1% |
| 6M | -14.7% | +29.7% | -44.5% | -18.6% |
| YTD | -18.2% | +31.6% | -49.8% | -22.5% |
| 1Y | -33.4% | -27.9% | -5.5% | -32.3% |
| 3Y | -28.3% | -26.4% | -1.9% | -31.9% |
| 5Y | -9.8% | +235.6% | -245.4% | -36.3% |
| All | +384.7% | +317.0% | +67.7% | +206.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling