-36.6%
CPRT vs EOG
+29.6%
-66.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.0% |
| 7D | -8.4% | +1.0% | -9.5% | -8.4% |
| 30D | +4.6% | +2.8% | +1.8% | +4.7% |
| 3M | -1.9% | +5.9% | -7.8% | -1.8% |
| 6M | -15.3% | +17.1% | -32.4% | -15.9% |
| YTD | -21.5% | +43.9% | -65.4% | -22.8% |
| 1Y | -36.6% | +26.9% | -63.5% | -38.3% |
| All | -36.6% | +29.6% | -66.2% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling