+374.9%
CPRT vs ELV
+280.2%
+94.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -11.2% | +3.2% | -14.4% | -12.0% |
| 30D | +3.3% | +5.4% | -2.1% | +1.6% |
| 3M | -3.6% | +5.4% | -8.9% | -5.5% |
| 6M | -15.8% | +45.7% | -61.5% | -25.1% |
| YTD | -23.5% | +21.2% | -44.7% | -28.7% |
| 1Y | -38.8% | +35.6% | -74.4% | -45.1% |
| 3Y | -33.4% | -2.0% | -31.4% | -35.7% |
| 5Y | -16.4% | +26.0% | -42.4% | -27.4% |
| All | +374.9% | +280.2% | +94.7% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling