+415.3%
CPRT vs ENB
+103.5%
+311.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +9.9% | -0.2% | +10.1% | +9.9% |
| 3M | +5.6% | -7.5% | +13.1% | +8.5% |
| 6M | -13.6% | -4.1% | -9.5% | -12.7% |
| YTD | -16.7% | +9.8% | -26.5% | -20.1% |
| 1Y | -33.1% | +8.7% | -41.8% | -35.7% |
| 3Y | -27.1% | +79.0% | -106.0% | -42.7% |
| 5Y | -9.9% | +69.1% | -79.0% | -28.3% |
| 10Y | +415.3% | +96.5% | +318.8% | +256.8% |
| All | +415.3% | +103.5% | +311.8% | +256.8% |
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