+361.5%
CPRT vs ENB
+109.5%
+252.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.4% | +3.1% | -3.5% | -1.5% |
| 30D | +21.2% | +2.1% | +19.0% | +20.2% |
| 3M | +8.3% | -4.4% | +12.7% | +10.0% |
| 6M | -3.4% | -10.1% | +6.7% | +0.2% |
| YTD | -18.7% | +5.2% | -23.9% | -20.8% |
| 1Y | -23.5% | +4.2% | -27.8% | -25.3% |
| 3Y | -34.2% | +70.1% | -104.2% | -47.4% |
| 5Y | -18.2% | +59.4% | -77.6% | -33.6% |
| All | +361.5% | +109.5% | +252.0% | +208.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling