+20,793.5%
CPRT vs EOG
+4,639.7%
+16,153.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.8% |
| 7D | -0.4% | +7.6% | -8.0% | -1.5% |
| 30D | +21.2% | +3.4% | +17.8% | +20.4% |
| 3M | +8.3% | +12.7% | -4.4% | +6.1% |
| 6M | -3.4% | +19.0% | -22.4% | -6.4% |
| YTD | -18.7% | +55.6% | -74.3% | -24.6% |
| 1Y | -23.5% | +49.5% | -73.1% | -28.7% |
| 3Y | -34.2% | +43.2% | -77.3% | -38.7% |
| 5Y | -18.2% | +111.8% | -130.0% | -30.0% |
| 10Y | +370.9% | +140.4% | +230.6% | +267.5% |
| All | +20,793.5% | +4,639.7% | +16,153.8% | +11,503.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling