+21,102.0%
CPRT vs ENB
+8,079.5%
+13,022.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | +4.0% | -2.4% | +6.4% | +4.6% |
| 30D | +18.2% | +2.5% | +15.7% | +17.5% |
| 3M | +9.2% | -5.8% | +14.9% | +10.7% |
| 6M | -4.8% | -8.5% | +3.7% | -3.0% |
| YTD | -17.5% | +3.9% | -21.4% | -18.6% |
| 1Y | -22.0% | +3.7% | -25.7% | -23.0% |
| 3Y | -33.7% | +70.1% | -103.8% | -42.3% |
| 5Y | -15.0% | +53.2% | -68.2% | -24.4% |
| 10Y | +385.2% | +100.2% | +285.0% | +294.3% |
| All | +21,102.0% | +8,079.5% | +13,022.5% | +15,473.1% |
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