+387.6%
CPRT vs EOG
+121.2%
+266.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.0% |
| 7D | -8.4% | +1.0% | -9.5% | -8.6% |
| 30D | +4.6% | +2.8% | +1.8% | +4.1% |
| 3M | -1.9% | +5.9% | -7.8% | -3.1% |
| 6M | -15.3% | +17.1% | -32.4% | -18.0% |
| YTD | -21.5% | +43.9% | -65.4% | -26.7% |
| 1Y | -36.6% | +26.9% | -63.5% | -39.6% |
| 3Y | -31.2% | +23.6% | -54.7% | -34.8% |
| 5Y | -14.1% | +178.1% | -192.2% | -32.3% |
| All | +387.6% | +121.2% | +266.4% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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