-9.8%
CPRT vs ELV
+14.8%
-24.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.5% |
| 7D | -0.4% | -2.2% | +1.8% | 0.0% |
| 30D | +8.2% | -0.2% | +8.4% | +8.3% |
| 3M | +2.3% | -6.1% | +8.4% | +3.3% |
| 6M | -14.7% | +42.8% | -57.6% | -21.0% |
| YTD | -18.2% | +14.4% | -32.6% | -20.9% |
| 1Y | -33.4% | +28.6% | -62.0% | -37.4% |
| 3Y | -28.3% | -7.4% | -20.9% | -28.6% |
| 5Y | -9.8% | +14.5% | -24.3% | -18.5% |
| All | -9.8% | +14.8% | -24.6% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling