+388.7%
CPRT vs ELF
+393.8%
-5.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +4.0% | +6.3% | -2.3% | +3.1% |
| 30D | +18.2% | +8.5% | +9.7% | +16.8% |
| 3M | +9.2% | +24.4% | -15.3% | +5.7% |
| 6M | -4.8% | +94.7% | -99.6% | -13.9% |
| YTD | -17.5% | +55.9% | -73.3% | -23.7% |
| 1Y | -22.0% | +48.4% | -70.4% | -27.5% |
| 3Y | -33.7% | +24.6% | -58.3% | -42.1% |
| 5Y | -15.0% | +285.0% | -300.0% | -41.1% |
| 10Y | +385.2% | +357.2% | +28.0% | +199.5% |
| All | +388.7% | +393.8% | -5.0% | +201.5% |
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 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