-32.5%
CPRT vs ENB
+7.5%
-40.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +16.6% | -2.2% | +18.9% | +16.7% |
| 3M | +9.6% | -10.5% | +20.1% | +10.2% |
| 6M | -11.1% | -5.1% | -6.1% | -10.7% |
| YTD | -13.9% | +9.0% | -22.8% | -14.9% |
| 1Y | -32.5% | +8.2% | -40.7% | -33.0% |
| All | -32.5% | +7.5% | -40.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling