+391.0%
CPRT vs ELF
+397.3%
-6.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.2% |
| 7D | +1.6% | +7.8% | -6.2% | +0.5% |
| 30D | +18.8% | +9.3% | +9.5% | +17.2% |
| 3M | +9.4% | +21.2% | -11.8% | +6.3% |
| 6M | -4.4% | +96.1% | -100.5% | -13.6% |
| YTD | -17.1% | +57.0% | -74.1% | -23.5% |
| 1Y | -19.9% | +61.9% | -81.7% | -26.5% |
| 3Y | -30.5% | +20.0% | -50.5% | -38.9% |
| 5Y | -15.9% | +284.8% | -300.7% | -41.8% |
| 10Y | +386.7% | +364.2% | +22.5% | +200.4% |
| All | +391.0% | +397.3% | -6.3% | +202.6% |
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