+2,504.3%
CPRT vs ELV
+2,595.8%
-91.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +21.4% | +1.1% | +20.3% | +21.0% |
| 3M | +10.4% | +8.2% | +2.2% | +7.9% |
| 6M | -4.3% | +10.2% | -14.5% | -7.4% |
| YTD | -18.3% | +24.4% | -42.7% | -24.0% |
| 1Y | -22.5% | +33.8% | -56.3% | -29.4% |
| 3Y | -34.3% | -1.4% | -33.0% | -36.6% |
| 5Y | -17.8% | +5.8% | -23.6% | -23.0% |
| 10Y | +373.5% | +269.1% | +104.4% | +206.9% |
| All | +2,504.3% | +2,595.8% | -91.5% | +987.3% |
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