-21.6%
CPRT vs ELF
+57.2%
-78.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.2% |
| 7D | +1.6% | +7.8% | -6.2% | +0.6% |
| 30D | +18.8% | +9.3% | +9.5% | +17.4% |
| 3M | +9.4% | +21.2% | -11.8% | +6.6% |
| 6M | -4.4% | +96.1% | -100.5% | -11.3% |
| YTD | -17.1% | +57.0% | -74.1% | -21.4% |
| All | -21.6% | +57.2% | -78.9% | -25.8% |
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