+2,644.3%
CPRT vs ELV
+2,444.2%
+200.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | +2.2% | +3.3% | -1.1% | +1.3% |
| 30D | +16.6% | +4.2% | +12.5% | +15.3% |
| 3M | +9.6% | -0.1% | +9.7% | +9.1% |
| 6M | -11.1% | +41.3% | -52.4% | -19.5% |
| YTD | -13.9% | +17.4% | -31.3% | -18.5% |
| 1Y | -32.5% | +35.1% | -67.6% | -38.8% |
| 3Y | -25.0% | -3.2% | -21.8% | -27.2% |
| 5Y | -7.4% | +15.6% | -23.0% | -15.5% |
| 10Y | +422.0% | +276.8% | +145.2% | +237.0% |
| All | +2,644.3% | +2,444.2% | +200.0% | +1,065.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling