+20,901.8%
CPRT vs EOG
+4,558.9%
+16,343.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -1.5% | +7.4% | -8.9% | -2.5% |
| 30D | +21.3% | +2.3% | +19.0% | +20.7% |
| 3M | +10.4% | +9.5% | +0.9% | +8.6% |
| 6M | -4.3% | +17.7% | -22.0% | -7.2% |
| YTD | -18.3% | +52.9% | -71.2% | -24.0% |
| 1Y | -22.5% | +47.7% | -70.2% | -27.6% |
| 3Y | -34.3% | +41.1% | -75.5% | -38.8% |
| 5Y | -17.8% | +108.2% | -126.0% | -29.4% |
| 10Y | +373.4% | +136.3% | +237.1% | +270.4% |
| All | +20,901.8% | +4,558.9% | +16,343.0% | +11,594.1% |
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