+361.5%
CPRT vs ELV
+268.6%
+92.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | +1.0% | -1.3% | -0.7% |
| 30D | +21.2% | +0.4% | +20.8% | +21.0% |
| 3M | +8.3% | +8.4% | -0.1% | +5.6% |
| 6M | -3.4% | +8.4% | -11.8% | -6.2% |
| YTD | -18.7% | +24.4% | -43.1% | -24.8% |
| 1Y | -23.5% | +33.5% | -57.0% | -31.0% |
| 3Y | -34.2% | -2.1% | -32.1% | -36.3% |
| 5Y | -18.2% | +5.8% | -24.0% | -24.3% |
| All | +361.5% | +268.6% | +92.9% | +200.5% |
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