-9.9%
CPRT vs ELF
+239.6%
-249.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.6% |
| 7D | +0.4% | -1.2% | +1.6% | +0.6% |
| 30D | +9.9% | +5.9% | +4.0% | +8.9% |
| 3M | +5.6% | +99.5% | -93.9% | -4.7% |
| 6M | -13.6% | +26.5% | -40.1% | -17.3% |
| YTD | -16.7% | +37.2% | -53.9% | -21.7% |
| 1Y | -33.1% | -24.4% | -8.7% | -32.4% |
| 3Y | -27.1% | -23.3% | -3.7% | -32.4% |
| 5Y | -9.9% | +245.2% | -255.0% | -59.6% |
| All | -9.9% | +239.6% | -249.4% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling