+22,034.1%
CPRT vs ENB
+8,478.5%
+13,555.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +16.6% | -2.2% | +18.9% | +17.2% |
| 3M | +9.6% | -10.5% | +20.1% | +12.4% |
| 6M | -11.1% | -5.1% | -6.1% | -10.2% |
| YTD | -13.9% | +9.0% | -22.8% | -15.9% |
| 1Y | -32.5% | +8.2% | -40.7% | -34.1% |
| 3Y | -25.0% | +67.8% | -92.8% | -34.5% |
| 5Y | -7.4% | +69.4% | -76.8% | -19.5% |
| 10Y | +422.0% | +117.5% | +304.5% | +316.3% |
| All | +22,034.1% | +8,478.5% | +13,555.6% | +15,976.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling