+410.2%
CPRT vs ELF
+357.0%
+53.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | +2.2% | +5.4% | -3.1% | +1.4% |
| 30D | +16.6% | +27.0% | -10.3% | +12.7% |
| 3M | +9.6% | +113.2% | -103.6% | -1.9% |
| 6M | -11.1% | +36.6% | -47.7% | -15.7% |
| YTD | -13.9% | +44.2% | -58.1% | -19.4% |
| 1Y | -32.5% | -18.0% | -14.5% | -32.7% |
| 3Y | -25.0% | -19.9% | -5.1% | -29.6% |
| 5Y | -7.4% | +257.7% | -265.1% | -35.2% |
| All | +410.2% | +357.0% | +53.3% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling